forum.alglib.net

Dear All

I want to use the optimization algorithms eg Levenberg-Marquardt, with a different objective function rather than the sum of squares. For example, I may want to minimum the sum of the absolute errors. Problem is, the new release make this harder, since the fitting functions now require V and VJ, rather than letting the user evaluating the objective function.
I have tried the old interface, but found out that after one function evaluation, it reverts back to VJ option.

Can anyone help me on this?

Thanks

Kobbie