[Quantlib-dev] [ quantlib-Feature Requests-2198068 ] Implementing global optimizer like "Differential Evolution"

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Feature Requests item #2198068, was opened at 2008-10-26 16:11
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Category: None
Group: None
Status: Open
Priority: 5
Private: No
Submitted By: Nobody/Anonymous (nobody)
Assigned to: Nobody/Anonymous (nobody)
Summary: Implementing global optimizer like "Differential Evolution"

Initial Comment:
For calibration problematics, the combination of a global optimizer and a local existing one like Levenberg-Marquardt would be ideal (see http://www.wilmott.com/messageview.cfm?catid=34&threadid=45340 about this opinion)

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