[Quantlib-dev] LevenbergMarquardt

[BIANCHETTI,MARCO <mar...@in...>]

Hello,

I have found (cited here:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=872708) this
reference for an up-to-date c version of the Levenberg Marquardt
optimzeation algorithm: http://www.ics.forth.gr/~lourakis/levmar/

ciao
Marco