Re: [Quantlib-dev] optimizers

[Bianchetti M. <mar...@ca...>]

Thank you Sergey for the licensing of BFGS algo.
We put this task in our todo list (low priority indeeed), is it of
interest for you ?=20
I mean, just plugging BFGS into Quantlib, insipirated by the present
framework for optimizers (Simplex or Levenberg-Marquardt, for instance).
Let us know.
Regards
Marco

> -----Original Message-----
> From: qua...@li...=20
> [mailto:qua...@li...] On Behalf=20
> Of alglib
> Sent: 04 June 2007 14:05
> To: qua...@li...
> Subject: Re: [Quantlib-dev] optimizers
>=20
>=20
>=20
> Hello!
>=20
> BFGS stands for "Broyden-Fletcher-Goldfarb-Shanno". It is=20
> algorithm name,
> not license name.
>=20
> Original FORTRAN implementation of the L-BFGS algorithm was "freely
> available for educational or commercial purposes". As far as=20
> I can see it is
> compatible with BSD. I am not a lawyer but common sense tells me it is
> compatible.
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> I've put some restrictions on the use of the translated code=20
> (which were
> discussed above), but if you wish, you can use it under BSD=20
> (QuantLib uses
> BSD, isn't it?). You have a nice project and I would be glag=20
> to help you.
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> Ferdinando Ametrano wrote:
> >=20
> > Hi Sergey,
> >=20
> > I'm not familiar with BFGS (and/or L-BFGS) and I can't find it in my
> > personal authoritative reference:
> > http://www.gnu.org/licenses/license-list.html
> >=20
> > It would be very nice to have ALGLIB not only open source, but also
> > free software as in http://www.gnu.org/philosophy/free-sw.html
> >=20
> > In any case I can't see QuantLib depending on any software which is
> > not free and/or not compatible with the GNU GPL
> >=20
> > ciao -- Nando
> >=20