GlobalOptimizer1
Example of global optimization using different methods
Usage
GlobalOptimizer
Overview
GlobalOptimizer is an example of using QuantLib.
Several different methods are illustrated: Firefly Algorithm, Hybrid Simulated Annealing, Particle Swarm Optimization, Simulated Annealing, and Differential Evolution.
Releases
4 releases since Debian 10 (Buster); the text changed 1 time.