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