Least square without knowing the gradient

Posted by Lapin on
URL: http://quantlib.414.s1.nabble.com/Least-square-without-knowing-the-gradient-tp6118.html

Hi,

Could I use a LeastSquareProblem if I don't know the gradient of my cost function?
I have a calibration problem to solve, but I don't know what the derivatives of my problem are.

If we can not use the LeastSquareProblem (an overloaded one in fact), which method is recommended?

Cheers