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| Optimization Algorithm with different objective functions http://forum.alglib.net/viewtopic.php?f=2&t=340 |
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| Author: | kobbie [ Wed Apr 13, 2011 3:51 pm ] |
| Post subject: | Optimization Algorithm with different objective functions |
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 |
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