Forum Programming Java

Optimizing Using Bruteforce

eranichiParticipant 2011-03-26 at 12:47 pm
I have a question on optimizing in algoquant. I sthe optimization using BruteForce limited to solving two parameters ? I am having issues when i extend the solver thing to multiple paramters.

This is the code snippet from SMA2CrossoverDynamic.java
```
IntegerConstrainedProblem problem = new IntegerConstrainedProblem(f, null, null, fastLagDomain, slowLagDomain);
BruteForce solver = new BruteForce();
solver.solve(problem, 1e-14);
Vector minimizer = solver.search(20, new DenseVector(25.0, 250.0));//initial params
```
Appreciate any help . Thanks
RyuParticipant 2011-03-26 at 1:20 pm

Hello, our optimizer works with any number of parameters and any number of constraints.

For example example to solve a constrained optimization using SuanShu, please refer to: http://www.numericalmethod.info/wiki/numericalmethod/browser/Examples/src/com/numericalmethod/suanshu/examples/Optimization.java

function: [tt:3q3bi73l]public void generalConstrainedOptimUsingBFGS()[/tt:3q3bi73l]

Hope this helps.