Decreasing Random Walk. More...

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

Inheritance diagram for DecreasingGaussianWalk:

Collaboration diagram for DecreasingGaussianWalk:

Public Member Functions
	DecreasingGaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())

Public Member Functions inherited from GaussianWalk
	GaussianWalk (Real sigma, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())

Public Member Functions inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
	DistributionRandomWalk (std::normal_distribution< QuantLib::Real > dist, Real delta=0.9, unsigned long seed=SeedGenerator::instance().get())

Public Member Functions inherited from FireflyAlgorithm::RandomWalk
virtual	~RandomWalk ()=default

void	walk ()
	perform random walk More...

Protected Member Functions
void	walkImpl (Array &xRW) override

void	init (FireflyAlgorithm *fa) override

Protected Member Functions inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
void	walkImpl (Array &xRW) override

void	init (FireflyAlgorithm *fa) override

virtual void	walkImpl (Array &xRW)=0

virtual void	init (FireflyAlgorithm *fa)

Private Attributes
Real	delta0_

Size	iteration_

Additional Inherited Members
Protected Attributes inherited from DistributionRandomWalk< std::normal_distribution< QuantLib::Real > >
IsotropicRandomWalk< std::normal_distribution< QuantLib::Real >, std::mt19937 >	walkRandom_

Real	delta_

Protected Attributes inherited from FireflyAlgorithm::RandomWalk
Size	Mfa_

Size	N_

const std::vector< Array > *	x_

const std::vector< std::pair< Real, Size > > *	values_

std::vector< Array > *	xRW_

Array *	lX_

Array *	uX_

Detailed Description

Decreasing Random Walk.

Definition at line 255 of file fireflyalgorithm.hpp.

Constructor & Destructor Documentation

◆ DecreasingGaussianWalk()

DecreasingGaussianWalk	(	Real	sigma,
		Real	delta = `0.9`,
		unsigned long	seed = `SeedGenerator::instance().get()`
	)

explicit

Definition at line 257 of file fireflyalgorithm.hpp.

Member Function Documentation

◆ walkImpl()

void walkImpl ( Array & xRW )

overrideprotectedvirtual

Implements FireflyAlgorithm::RandomWalk.

Definition at line 263 of file fireflyalgorithm.hpp.

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◆ init()

void init ( FireflyAlgorithm * fa )

overrideprotectedvirtual

Reimplemented from FireflyAlgorithm::RandomWalk.

Definition at line 273 of file fireflyalgorithm.hpp.

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Member Data Documentation

◆ delta0_

Real delta0_

private

Definition at line 280 of file fireflyalgorithm.hpp.

◆ iteration_

Size iteration_

private

Definition at line 281 of file fireflyalgorithm.hpp.

Public Member Functions

Protected Member Functions

Private Attributes

Additional Inherited Members