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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
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