QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Levy Flight Inertia. More...
#include <particleswarmoptimization.hpp>
Public Member Functions | |
LevyFlightInertia (Real alpha, Size threshold, unsigned long seed=SeedGenerator::instance().get()) | |
void | setSize (Size M, Size N, Real c0, const EndCriteria &endCriteria) override |
initialize state for current problem More... | |
void | setValues () override |
produce changes to PSO state for current iteration More... | |
Public Member Functions inherited from ParticleSwarmOptimization::Inertia | |
virtual | ~Inertia ()=default |
virtual void | setSize (Size M, Size N, Real c0, const EndCriteria &endCriteria)=0 |
initialize state for current problem More... | |
virtual void | setValues ()=0 |
produce changes to PSO state for current iteration More... | |
Protected Member Functions | |
void | init (ParticleSwarmOptimization *pso) override |
virtual void | init (ParticleSwarmOptimization *pso) |
Private Attributes | |
MersenneTwisterUniformRng | rng_ |
std::mt19937 | generator_ |
IsotropicRandomWalk< LevyFlightDistribution, std::mt19937 > | flight_ |
Array | personalBestF_ |
std::vector< Size > | adaptiveCounter_ |
Real | c0_ |
Size | M_ |
Size | N_ |
Size | threshold_ |
Additional Inherited Members | |
Protected Attributes inherited from ParticleSwarmOptimization::Inertia | |
ParticleSwarmOptimization * | pso_ |
std::vector< Array > * | X_ |
std::vector< Array > * | V_ |
std::vector< Array > * | pBX_ |
std::vector< Array > * | gBX_ |
Array * | pBF_ |
Array * | gBF_ |
Array * | lX_ |
Array * | uX_ |
Levy Flight Inertia.
Definition at line 262 of file particleswarmoptimization.hpp.
LevyFlightInertia | ( | Real | alpha, |
Size | threshold, | ||
unsigned long | seed = SeedGenerator::instance().get() |
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Definition at line 264 of file particleswarmoptimization.hpp.
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overridevirtual |
initialize state for current problem
Implements ParticleSwarmOptimization::Inertia.
Definition at line 269 of file particleswarmoptimization.hpp.
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overridevirtual |
produce changes to PSO state for current iteration
Implements ParticleSwarmOptimization::Inertia.
Definition at line 275 of file particleswarmoptimization.hpp.
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overrideprotectedvirtual |
Reimplemented from ParticleSwarmOptimization::Inertia.
Definition at line 297 of file particleswarmoptimization.hpp.
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private |
Definition at line 304 of file particleswarmoptimization.hpp.
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private |
Definition at line 305 of file particleswarmoptimization.hpp.
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private |
Definition at line 306 of file particleswarmoptimization.hpp.
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private |
Definition at line 307 of file particleswarmoptimization.hpp.
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private |
Definition at line 308 of file particleswarmoptimization.hpp.
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private |
Definition at line 309 of file particleswarmoptimization.hpp.
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private |
Definition at line 310 of file particleswarmoptimization.hpp.
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private |
Definition at line 310 of file particleswarmoptimization.hpp.
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private |
Definition at line 311 of file particleswarmoptimization.hpp.