Re: [Quantlib-dev] Optimizer Discussion

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

I'll try to code an alternative for one of the existing optimizers. This
will take
a while though since I've realized that they are tightly coupled with other
classes
such as Problem/EndCriteria, which makes it difficult to recode....I'll try
to set up
something simple and will post an example as soon as I have it.



2009/9/24 Luigi Ballabio <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
>
>
>