Re: [Quantlib-dev] problem with Problem

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

On Tue, Apr 17, 2012 at 10:28 AM, Simon Ibbotson
<Sim...@fs...> wrote:
> 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,
    you're right, that's downright embarrassing. Strange that I never
bumped into this...
At this time replacing the references with a shared pointer would
break backward compatibility, but I agree that this should at least be
documented.  I'll add a warning to the class.

Thanks for the heads-up.

    Luigi