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Optimizing Using Bruteforce

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  • #1860
    eranichi
    Member

    I have a question on optimizing in algoquant. I sthe optimization using BruteForce limited to solving two parameters ?
    I am having issues when i extend the solver thing to multiple paramters.

    This is the code snippet from SMA2CrossoverDynamic.java

            IntegerConstrainedProblem problem = new IntegerConstrainedProblem(f, null, null, fastLagDomain, slowLagDomain);
            BruteForce solver = new BruteForce();
            solver.solve(problem, 1e-14);
            Vector minimizer = solver.search(20, new DenseVector(25.0, 250.0));//initial params

    Appreciate any help .
    Thanks

    #2029
    Ryu
    Member

    Hello, our optimizer works with any number of parameters and any number of constraints.

    For example example to solve a constrained optimization using SuanShu, please refer to:
    http://www.numericalmethod.info/wiki/numericalmethod/browser/Examples/src/com/numericalmethod/suanshu/examples/Optimization.java

    function:
    [tt:3q3bi73l]public void generalConstrainedOptimUsingBFGS()[/tt:3q3bi73l]

    Hope this helps.

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