Optimization in Python - Githubissues

lballabio / QuantLib-SWIG

QuantLib wrappers to other languages

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Optimization in Python #645

Open antoscha opened 4 months ago

antoscha commented 4 months ago

The class OptimizationMethod doesn't have minimize method, also there is no Problem class. Could you please implement them in the Python code?

lballabio commented 3 months ago

Let's see if someone picks this up, but if you want to run an optimization from Python you'll probably be served best by using one of the optimizers in scipy instead.