QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Decreasing Inertia. More...
#include <particleswarmoptimization.hpp>
Public Member Functions | |
DecreasingInertia (Real threshold=0.5) | |
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_ |
Size | N_ |
Size | maxIterations_ |
Size | iteration_ |
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_ |
Decreasing Inertia.
Definition at line 205 of file particleswarmoptimization.hpp.
DecreasingInertia | ( | Real | threshold = 0.5 | ) |
Definition at line 207 of file particleswarmoptimization.hpp.
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overridevirtual |
initialize state for current problem
Implements ParticleSwarmOptimization::Inertia.
Definition at line 211 of file particleswarmoptimization.hpp.
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overridevirtual |
produce changes to PSO state for current iteration
Implements ParticleSwarmOptimization::Inertia.
Definition at line 217 of file particleswarmoptimization.hpp.
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private |
Definition at line 225 of file particleswarmoptimization.hpp.
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private |
Definition at line 225 of file particleswarmoptimization.hpp.
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private |
Definition at line 226 of file particleswarmoptimization.hpp.
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private |
Definition at line 226 of file particleswarmoptimization.hpp.
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private |
Definition at line 226 of file particleswarmoptimization.hpp.
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private |
Definition at line 226 of file particleswarmoptimization.hpp.