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