Re: [Quantlib-dev] Optimizer Discussion

[Dima <dim...@go...>]

I'm not sure. I'm not happy with the whole setup, I think it is to
tightlycoupled.
I'd prefer a design which is similar to the root solvers: you
don't need a class for an optimizer whith a "value" function. As in the
root solver, it should be a template that has an operator(...), e.g. a
functor
or a boost function. Anything. Makes it much more convenient to use.
The optimizing criteria could go into the constructor, which takes only the
criteria which it really uses. The start value could go into a optimize
function,
which takes a template. If we have a multidimensional setup as in the LM
case, the template should return a std::vector<Real>



2009/9/11 Luigi Ballabio <lui...@gm...>

>
> On Sep 11, 2009, at 8:13 PM, Dima wrote:
>
>  Why exception? It has its use when LM is used. Or do you
>> want to make it virtual and throw an exception if its not
>> overwritten?
>>
>
> The latter.
>
> Luigi
>
>