Posted by
Jim Mallernee on
URL: http://quantlib.414.s1.nabble.com/OptimizationMethod-class-in-QL-SWIG-C-tp887.html
Hi all,
Has anyone successfully implemented
a gradient search or any other optimization
with the C# bindings generated by QL-SWIG?
It seems that the C# classes have different
names than those in the original ql library.
In c++, there are classes for Problem,
LineSearchBasedMethod, ArmijoLineSearch,
and ConjugateGradient. In the C# code generated
by QL-SWIG there is only OptimizationProblem
and Optimizer.
I'm only trying to run a simple gradient search
method, exactly like what is offered in the original
c++ library, but in C#.
Any insight on the matter would be greatly appreciated.
-Jim
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