Re: [Quantlib-users] ConjugateGradient example

[Kris . <qu...@my...>]

Vadim :

Two thoughts 

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

i am eager to know what sort of problem you are optimizing ?.

thanks
kris



----- Original Message -----
From: Vadim Ogranovich <vo...@ar...>
Date: Mon, 26 Aug 2002 18:38:41 -0500 
To: "'qua...@li...'" <qua...@li...>
Subject: [Quantlib-users] ConjugateGradient example


> 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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