forum.alglib.net
http://forum.alglib.net/

Which solver to use
http://forum.alglib.net/viewtopic.php?f=2&t=3860
Page 1 of 1

Author:  darmonjj [ Sat Jul 28, 2018 2:21 pm ]
Post subject:  Which solver to use

Hi,
I am new to Alglib.
I am trying to solve the following problem.
Given a data set (X,Y) - X and Y are vectors of size p
Given F(a1,..,an)[X] - read F a function of n parameters a1,...,n taking X as a parameter
I want to find a1,...,an under constraints, or order to minimize
Sum[(Y-F)^2]

I am not really sure how to write the objective function.
I have tried using minbleicoptimize for this problem but had little success in writing the objective function.
Regards,

Page 1 of 1 All times are UTC
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group
http://www.phpbb.com/