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  • March 26, 2011 at 12:47 pm #1860
    hessinemaaoui
    Keymaster

    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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