[Quantlib-dev] problem with Problem

[Simon I. <Sim...@fs...>]

Possibly this should be submitted as a bug-fix...

Why does the class Problem store a reference to the CostFunction and a
reference to the Constraint?
This seems incredibly bad programming / commenting. A call to create a
Problem class of the form:

Problem prob(preCreatedCostFunction, PositiveConstraint(),
initialValues);

will fail unpredictably at optimisation time as the Constraint is no
longer a valid reference.

If you want to force the CostFunction and the Constraint to be
pre-created at the very least this should be commented, better would be
to pass a shared pointer (which could be tested).


Simon




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