Have a question about SVI Zeliade Implementation (pdf, overview). The paper suggested to do 2 rounds of optimization, first for $\{a,b,\rho\}$ and 2nd for $\{m,\sigma\}$.
Does anyone know if I can invert the order of optimization. First, optimize $\{m,\sigma\}$, and then optimize $\{a,b,\rho\}$.
Benedict