http://quantlib.414.s1.nabble.com/ConjugateGradient-example-tp2150p2151.html
i) when u say how big it can solve what do you mean? complexity wise?, i can try running it on G2/G3 problem and share the results with you.
ii) Technically conjugate gradient can solve any problem with a few tweaks as long as you know what space you are on , which is hard.
Becos we live in 4-d world and haven't had a chance to imagine a 52-d space. Also you run into this time-space aspect in optimization, given enough time u can solve all problems with any lousy/good optimizer, or given enough computing horsepower u can solve it in shunya (zilch)time
> Hi,
>
> Could anyone please share a stand alone example of using the Optimization
> framework (preferably one with ConjugateGradient), or give a sketch of how
> it is supposed to work?
>
> Also, I'd like to get an idea of how big an optimization problem it can
> (practically) solve. Do you have a success/failure story you are willing to
> tell?
>
> Thanks,
> Vadim
>
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