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QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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QuantLib
DifferentialEvolution
DifferentialEvolution Member List
This is the complete list of members for
DifferentialEvolution
, including all inherited members.
adaptCrossover
() const
DifferentialEvolution
private
adaptSizeWeights
() const
DifferentialEvolution
private
bestMemberEver_
DifferentialEvolution
private
BestMemberWithJitter
enum value
DifferentialEvolution
Binomial
enum value
DifferentialEvolution
calculateNextGeneration
(std::vector< Candidate > &population, Problem &costFunction) const
DifferentialEvolution
private
configuration
() const
DifferentialEvolution
configuration_
DifferentialEvolution
private
crossover
(const std::vector< Candidate > &oldPopulation, std::vector< Candidate > &population, const std::vector< Candidate > &mutantPopulation, const std::vector< Candidate > &mirrorPopulation, Problem &costFunction) const
DifferentialEvolution
private
CrossoverType
enum name
DifferentialEvolution
CurrentToBest2Diffs
enum value
DifferentialEvolution
currGenCrossover_
DifferentialEvolution
private
currGenSizeWeights_
DifferentialEvolution
mutable
private
DifferentialEvolution
(const Configuration &configuration=Configuration())
DifferentialEvolution
EitherOrWithOptimalRecombination
enum value
DifferentialEvolution
Exponential
enum value
DifferentialEvolution
fillInitialPopulation
(std::vector< Candidate > &population, const Problem &p) const
DifferentialEvolution
private
getCrossoverMask
(std::vector< Array > &crossoverMask, std::vector< Array > &invCrossoverMask, const Array &mutationProbabilities) const
DifferentialEvolution
private
getMutationProbabilities
(const std::vector< Candidate > &population) const
DifferentialEvolution
private
lowerBound_
DifferentialEvolution
private
minimize
(Problem &p, const EndCriteria &endCriteria) override
DifferentialEvolution
virtual
Normal
enum value
DifferentialEvolution
Rand1DiffWithDither
enum value
DifferentialEvolution
Rand1DiffWithPerVectorDither
enum value
DifferentialEvolution
Rand1SelfadaptiveWithRotation
enum value
DifferentialEvolution
Rand1Standard
enum value
DifferentialEvolution
rng_
DifferentialEvolution
private
rotateArray
(Array inputArray) const
DifferentialEvolution
private
Strategy
enum name
DifferentialEvolution
upperBound_
DifferentialEvolution
private
~OptimizationMethod
()=default
OptimizationMethod
virtual
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