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Re: MINPACK error with PiecewiseConstantParameter class

Posted by javit on Sep 02, 2009; 11:46am
URL: http://quantlib.414.s1.nabble.com/MINPACK-error-with-PiecewiseConstantParameter-class-tp7946p7953.html

Bojan,

Thank you for the reply. I tried the simplex class and it worked. I believe it is the Levenberg-Marquardt causing the trouble. I will try the ConjugateGradient class, too.

Javit

Bojan Nikolic wrote
javit <cavit@virginia.edu> writes:

> MINPACK: improper input parameters

This suggests you are using the Levenberg-Marquardt algorithm. Did you
try using the ConjugateGradient, it might give you a more verbose
error message?

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk

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