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Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN: quantlib:[16097] trunk/QuantLib
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From: Ferdinando A. <qf...@am...> - 2009-04-01 20:38:40
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On Tue, Mar 31, 2009 at 2:39 PM, <lba...@us...> wrote: > Revision: 16097 > http://quantlib.svn.sourceforge.net/quantlib/?rev=16097&view=rev > Author: lballabio > Date: 2009-03-31 12:39:24 +0000 (Tue, 31 Mar 2009) > > Log Message: > ----------- > Added BFGS optimizer (thanks to Frederic Degraeve) > > Modified Paths: > -------------- > trunk/QuantLib/ql/math/optimization/conjugategradient.cpp > trunk/QuantLib/ql/math/optimization/conjugategradient.hpp > trunk/QuantLib/ql/math/optimization/linesearchbasedmethod.cpp > trunk/QuantLib/ql/math/optimization/linesearchbasedmethod.hpp > trunk/QuantLib/ql/math/optimization/steepestdescent.cpp > trunk/QuantLib/ql/math/optimization/steepestdescent.hpp has Frederic also fixed the erratic behaviour of the line-search based methods? ciao -- Nando |
