QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <particleswarmoptimization.hpp>
Public Member Functions | |
AdaptiveInertia (Real minInertia, Real maxInertia, Size sh=5, Size sl=2) | |
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 | best_ |
Real | minInertia_ |
Real | maxInertia_ |
Size | M_ |
Size | sh_ |
Size | sl_ |
Size | adaptiveCounter |
bool | started_ |
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_ |
Definition at line 233 of file particleswarmoptimization.hpp.
AdaptiveInertia | ( | Real | minInertia, |
Real | maxInertia, | ||
Size | sh = 5 , |
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Size | sl = 2 |
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Definition at line 235 of file particleswarmoptimization.hpp.
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overridevirtual |
initialize state for current problem
Implements ParticleSwarmOptimization::Inertia.
Definition at line 238 of file particleswarmoptimization.hpp.
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overridevirtual |
produce changes to PSO state for current iteration
Implements ParticleSwarmOptimization::Inertia.
Definition at line 179 of file particleswarmoptimization.cpp.
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private |
Definition at line 248 of file particleswarmoptimization.hpp.
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private |
Definition at line 248 of file particleswarmoptimization.hpp.
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private |
Definition at line 249 of file particleswarmoptimization.hpp.
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private |
Definition at line 249 of file particleswarmoptimization.hpp.
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private |
Definition at line 250 of file particleswarmoptimization.hpp.
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private |
Definition at line 251 of file particleswarmoptimization.hpp.
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private |
Definition at line 251 of file particleswarmoptimization.hpp.
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private |
Definition at line 252 of file particleswarmoptimization.hpp.
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private |
Definition at line 253 of file particleswarmoptimization.hpp.