QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
DifferentialEvolution::Configuration Class Reference

#include <differentialevolution.hpp>

+ Collaboration diagram for DifferentialEvolution::Configuration:

Public Member Functions

 Configuration ()
 
ConfigurationwithBounds (bool b=true)
 
ConfigurationwithCrossoverProbability (Real p)
 
ConfigurationwithPopulationMembers (Size n)
 
ConfigurationwithInitialPopulation (const std::vector< Array > &c)
 
ConfigurationwithUpperBound (const Array &u)
 
ConfigurationwithLowerBound (const Array &l)
 
ConfigurationwithSeed (unsigned long s)
 
ConfigurationwithAdaptiveCrossover (bool b=true)
 
ConfigurationwithStepsizeWeight (Real w)
 
ConfigurationwithCrossoverType (CrossoverType t)
 
ConfigurationwithStrategy (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< ArrayinitialPopulation
 
Array upperBound
 
Array lowerBound
 

Detailed Description

Examples
GlobalOptimizer.cpp.

Definition at line 82 of file differentialevolution.hpp.

Constructor & Destructor Documentation

◆ Configuration()

Definition at line 95 of file differentialevolution.hpp.

Member Function Documentation

◆ withBounds()

Configuration & withBounds ( bool  b = true)
Examples
GlobalOptimizer.cpp.

Definition at line 97 of file differentialevolution.hpp.

◆ withCrossoverProbability()

Configuration & withCrossoverProbability ( Real  p)
Examples
GlobalOptimizer.cpp.

Definition at line 102 of file differentialevolution.hpp.

◆ withPopulationMembers()

Configuration & withPopulationMembers ( Size  n)
Examples
GlobalOptimizer.cpp.

Definition at line 110 of file differentialevolution.hpp.

◆ withInitialPopulation()

Configuration & withInitialPopulation ( const std::vector< Array > &  c)

Definition at line 117 of file differentialevolution.hpp.

◆ withUpperBound()

Configuration & withUpperBound ( const Array u)

Definition at line 123 of file differentialevolution.hpp.

◆ withLowerBound()

Configuration & withLowerBound ( const Array l)

Definition at line 128 of file differentialevolution.hpp.

◆ withSeed()

Configuration & withSeed ( unsigned long  s)
Examples
GlobalOptimizer.cpp.

Definition at line 133 of file differentialevolution.hpp.

◆ withAdaptiveCrossover()

Configuration & withAdaptiveCrossover ( bool  b = true)

Definition at line 138 of file differentialevolution.hpp.

◆ withStepsizeWeight()

Configuration & withStepsizeWeight ( Real  w)
Examples
GlobalOptimizer.cpp.

Definition at line 143 of file differentialevolution.hpp.

◆ withCrossoverType()

Configuration & withCrossoverType ( CrossoverType  t)

Definition at line 151 of file differentialevolution.hpp.

◆ withStrategy()

Configuration & withStrategy ( Strategy  s)
Examples
GlobalOptimizer.cpp.

Definition at line 156 of file differentialevolution.hpp.

Member Data Documentation

◆ strategy

Definition at line 84 of file differentialevolution.hpp.

◆ crossoverType

CrossoverType crossoverType = Normal

Definition at line 85 of file differentialevolution.hpp.

◆ populationMembers

Size populationMembers = 100

Definition at line 86 of file differentialevolution.hpp.

◆ stepsizeWeight

Real stepsizeWeight = 0.2

Definition at line 87 of file differentialevolution.hpp.

◆ crossoverProbability

Real crossoverProbability = 0.9

Definition at line 87 of file differentialevolution.hpp.

◆ seed

unsigned long seed = 0

Definition at line 88 of file differentialevolution.hpp.

◆ applyBounds

bool applyBounds = true

Definition at line 89 of file differentialevolution.hpp.

◆ crossoverIsAdaptive

bool crossoverIsAdaptive = false

Definition at line 89 of file differentialevolution.hpp.

◆ initialPopulation

std::vector<Array> initialPopulation

Definition at line 90 of file differentialevolution.hpp.

◆ upperBound

Array upperBound

Definition at line 91 of file differentialevolution.hpp.

◆ lowerBound

Array lowerBound

Definition at line 91 of file differentialevolution.hpp.