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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Simple Random Inertia. More...
#include <particleswarmoptimization.hpp>
Inheritance diagram for SimpleRandomInertia:
Collaboration diagram for SimpleRandomInertia:Public Member Functions | |
| SimpleRandomInertia (Real threshold=0.5, 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... | |
Private Attributes | |
| Real | c0_ |
| Real | threshold_ |
| Size | M_ |
| MersenneTwisterUniformRng | rng_ |
Additional Inherited Members | |
Protected Member Functions inherited from ParticleSwarmOptimization::Inertia | |
| virtual void | init (ParticleSwarmOptimization *pso) |
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_ |
Simple Random Inertia.
Definition at line 178 of file particleswarmoptimization.hpp.
| SimpleRandomInertia | ( | Real | threshold = 0.5, |
| unsigned long | seed = SeedGenerator::instance().get() |
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| ) |
Definition at line 180 of file particleswarmoptimization.hpp.
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overridevirtual |
initialize state for current problem
Implements ParticleSwarmOptimization::Inertia.
Definition at line 184 of file particleswarmoptimization.hpp.
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overridevirtual |
produce changes to PSO state for current iteration
Implements ParticleSwarmOptimization::Inertia.
Definition at line 188 of file particleswarmoptimization.hpp.
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private |
Definition at line 196 of file particleswarmoptimization.hpp.
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private |
Definition at line 196 of file particleswarmoptimization.hpp.
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private |
Definition at line 197 of file particleswarmoptimization.hpp.
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private |
Definition at line 198 of file particleswarmoptimization.hpp.