#include <ql/math/optimization/differentialevolution.hpp>

Collaboration diagram for DifferentialEvolution::Configuration:

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

Detailed Description

Examples: GlobalOptimizer.cpp.

Definition at line 82 of file differentialevolution.hpp.

Constructor & Destructor Documentation

◆ Configuration()

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

Strategy strategy = BestMemberWithJitter

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