Re: [Quantlib-dev] Optimizer Discussion

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

Dima,
	looks ok. Would you be willing to code the new design? We could add it
in a future release.

Luigi


On Sun, 2009-09-13 at 13:10 +0200, Dima wrote:
> I'm not sure. I'm not happy with the whole setup, I think it is to
> tightly
> coupled. 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>



-- 

fix, n.,v. 
What one does when a problem has been reported too many times 
to be ignored. 
-- the Jargon file