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From enzhong...@pnc.com
Subject [Math] BOBYQAOptimizer handle exception
Date Mon, 31 Dec 2012 21:23:34 GMT
I use BOBYQAOptimizer to do optimization for Black Scholes formula. 
maxEval is set to 200000, but I still got TooManyEvaluationsException. 
When it throws exception, I get nothing from the optimizer. CurrentBest is 
good enough, but it is private and there is no interface to get it. 
Generally, how do I handle exception with optimizer? I'd like to use 
currentBest in case of TooManyEvaluationsException.



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