Re: [Quantlib-dev] Optimizer Discussion

[Luigi B. <lui...@gm...>]

On Sat, 2009-09-05 at 13:07 +0200, Dima wrote:
> 1: CostFunction::values()
> 
> As far as I see, the values function is not needed anywhere, except in
> the Levenberg Marquardt optimizer. Can we change it from a pure
> virtual function to a virtual which by default returns a one
> dimensional array with values(x)?

Possibly, but I'd rather change it to a function which by default throws
an exception.  Also because it wouldn't be easy for LM to check that
it's been overridden.

> 2. EndCriteria:
> 
> Most of the functions do not use all of the passed values. [...]
> I think it might be better to make this clean such that the user
> doesn't have a wrong impression, that actually everything is checked.

Yes, we should document that.  Have you looked at the solvers already?
Do you have a list of what's checked in what solver?

Later,
	Luigi


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