[Quantlib-dev] [ quantlib-Patches-2421551 ] Fix to simplex optimization method

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Patches item #2421551, was opened at 2008-12-12 10:43
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Slava Mazur (shlagbaum)
Assigned to: Nobody/Anonymous (nobody)
Summary: Fix to simplex optimization method

Initial Comment:
Current implementation has a possibility to get to an endless loop if the current approximation reaches a constraint boundary or by erroneous client's settings. The proposed patch fixes this.

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You can respond by visiting: 
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2421551&group_id=12740