QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <differentialevolution.hpp>
Public Member Functions | |
Configuration () | |
Configuration & | withBounds (bool b=true) |
Configuration & | withCrossoverProbability (Real p) |
Configuration & | withPopulationMembers (Size n) |
Configuration & | withInitialPopulation (const std::vector< Array > &c) |
Configuration & | withUpperBound (const Array &u) |
Configuration & | withLowerBound (const Array &l) |
Configuration & | withSeed (unsigned long s) |
Configuration & | withAdaptiveCrossover (bool b=true) |
Configuration & | withStepsizeWeight (Real w) |
Configuration & | withCrossoverType (CrossoverType t) |
Configuration & | withStrategy (Strategy s) |
Public Attributes | |
Strategy | strategy = BestMemberWithJitter |
CrossoverType | crossoverType = Normal |
Size | populationMembers = 100 |
Real | stepsizeWeight = 0.2 |
Real | crossoverProbability = 0.9 |
unsigned long | seed = 0 |
bool | applyBounds = true |
bool | crossoverIsAdaptive = false |
std::vector< Array > | initialPopulation |
Array | upperBound |
Array | lowerBound |
Definition at line 82 of file differentialevolution.hpp.
Configuration | ( | ) |
Definition at line 95 of file differentialevolution.hpp.
Configuration & withBounds | ( | bool | b = true | ) |
Definition at line 97 of file differentialevolution.hpp.
Configuration & withCrossoverProbability | ( | Real | p | ) |
Definition at line 102 of file differentialevolution.hpp.
Configuration & withPopulationMembers | ( | Size | n | ) |
Definition at line 110 of file differentialevolution.hpp.
Configuration & withInitialPopulation | ( | const std::vector< Array > & | c | ) |
Definition at line 117 of file differentialevolution.hpp.
Configuration & withUpperBound | ( | const Array & | u | ) |
Definition at line 123 of file differentialevolution.hpp.
Configuration & withLowerBound | ( | const Array & | l | ) |
Definition at line 128 of file differentialevolution.hpp.
Configuration & withSeed | ( | unsigned long | s | ) |
Definition at line 133 of file differentialevolution.hpp.
Configuration & withAdaptiveCrossover | ( | bool | b = true | ) |
Definition at line 138 of file differentialevolution.hpp.
Configuration & withStepsizeWeight | ( | Real | w | ) |
Definition at line 143 of file differentialevolution.hpp.
Configuration & withCrossoverType | ( | CrossoverType | t | ) |
Definition at line 151 of file differentialevolution.hpp.
Configuration & withStrategy | ( | Strategy | s | ) |
Definition at line 156 of file differentialevolution.hpp.
Strategy strategy = BestMemberWithJitter |
Definition at line 84 of file differentialevolution.hpp.
CrossoverType crossoverType = Normal |
Definition at line 85 of file differentialevolution.hpp.
Size populationMembers = 100 |
Definition at line 86 of file differentialevolution.hpp.
Real stepsizeWeight = 0.2 |
Definition at line 87 of file differentialevolution.hpp.
Real crossoverProbability = 0.9 |
Definition at line 87 of file differentialevolution.hpp.
unsigned long seed = 0 |
Definition at line 88 of file differentialevolution.hpp.
bool applyBounds = true |
Definition at line 89 of file differentialevolution.hpp.
bool crossoverIsAdaptive = false |
Definition at line 89 of file differentialevolution.hpp.
std::vector<Array> initialPopulation |
Definition at line 90 of file differentialevolution.hpp.
Array upperBound |
Definition at line 91 of file differentialevolution.hpp.
Array lowerBound |
Definition at line 91 of file differentialevolution.hpp.