QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Base inertia class used to alter the PSO state. More...
#include <particleswarmoptimization.hpp>
Public Member Functions | |
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... | |
Protected Member Functions | |
virtual void | init (ParticleSwarmOptimization *pso) |
Protected Attributes | |
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_ |
Friends | |
class | ParticleSwarmOptimization |
Base inertia class used to alter the PSO state.
This pure virtual base class provides the access to the PSO state which the particular inertia algorithm will change upon each iteration.
Definition at line 127 of file particleswarmoptimization.hpp.
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virtualdefault |
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pure virtual |
initialize state for current problem
Implemented in TrivialInertia, SimpleRandomInertia, DecreasingInertia, AdaptiveInertia, and LevyFlightInertia.
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pure virtual |
produce changes to PSO state for current iteration
Implemented in TrivialInertia, SimpleRandomInertia, DecreasingInertia, AdaptiveInertia, and LevyFlightInertia.
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protectedvirtual |
Reimplemented in LevyFlightInertia.
Definition at line 141 of file particleswarmoptimization.hpp.
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friend |
Definition at line 128 of file particleswarmoptimization.hpp.
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protected |
Definition at line 136 of file particleswarmoptimization.hpp.
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protected |
Definition at line 137 of file particleswarmoptimization.hpp.
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protected |
Definition at line 137 of file particleswarmoptimization.hpp.
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protected |
Definition at line 137 of file particleswarmoptimization.hpp.
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protected |
Definition at line 137 of file particleswarmoptimization.hpp.
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protected |
Definition at line 138 of file particleswarmoptimization.hpp.
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protected |
Definition at line 138 of file particleswarmoptimization.hpp.
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protected |
Definition at line 139 of file particleswarmoptimization.hpp.
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protected |
Definition at line 139 of file particleswarmoptimization.hpp.