QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
TrivialInertia Class Reference

Trivial Inertia. More...

#include <ql/experimental/math/particleswarmoptimization.hpp>

+ Inheritance diagram for TrivialInertia:
+ Collaboration diagram for TrivialInertia:

Public Member Functions

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...
 

Private Attributes

Real c0_
 
Size M_
 

Additional Inherited Members

- Protected Member Functions inherited from ParticleSwarmOptimization::Inertia
virtual void init (ParticleSwarmOptimization *pso)
 
- Protected Attributes inherited from ParticleSwarmOptimization::Inertia
ParticleSwarmOptimizationpso_
 
std::vector< Array > * X_
 
std::vector< Array > * V_
 
std::vector< Array > * pBX_
 
std::vector< Array > * gBX_
 
ArraypBF_
 
ArraygBF_
 
ArraylX_
 
ArrayuX_
 

Detailed Description

Trivial Inertia.

Definition at line 157 of file particleswarmoptimization.hpp.

Member Function Documentation

◆ setSize()

void setSize ( Size  M,
Size  N,
Real  c0,
const EndCriteria endCriteria 
)
overridevirtual

initialize state for current problem

Implements ParticleSwarmOptimization::Inertia.

Definition at line 159 of file particleswarmoptimization.hpp.

◆ setValues()

void setValues ( )
overridevirtual

produce changes to PSO state for current iteration

Implements ParticleSwarmOptimization::Inertia.

Definition at line 163 of file particleswarmoptimization.hpp.

Member Data Documentation

◆ c0_

Real c0_
private

Definition at line 170 of file particleswarmoptimization.hpp.

◆ M_

Size M_
private

Definition at line 171 of file particleswarmoptimization.hpp.