QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
LevyFlightInertia Class Reference

Levy Flight Inertia. More...

#include <ql/experimental/math/particleswarmoptimization.hpp>

Inheritance diagram for LevyFlightInertia:

Public Member Functions

 LevyFlightInertia (Real alpha, Size threshold, unsigned long seed=SeedGenerator::instance().get())
void setSize (Size M, Size N, Real c0, const EndCriteria &endCriteria) override
 initialize state for current problem
void setValues () override
 produce changes to PSO state for current iteration

Protected Member Functions

void init (ParticleSwarmOptimization *pso) override

Additional Inherited Members

Protected Attributes inherited from ParticleSwarmOptimization::Inertia
ParticleSwarmOptimizationpso_
std::vector< Array > * X_
std::vector< Array > * V_
std::vector< Array > * pBX_
std::vector< Array > * gBX_
ArraypBF_
ArraygBF_
ArraylX_
ArrayuX_

Detailed Description

Levy Flight Inertia.

Member Function Documentation

◆ setSize()

void setSize ( Size M,
Size N,
Real c0,
const EndCriteria & endCriteria )
overridevirtual

initialize state for current problem

Implements ParticleSwarmOptimization::Inertia.

◆ setValues()

void setValues ( )
overridevirtual

produce changes to PSO state for current iteration

Implements ParticleSwarmOptimization::Inertia.

◆ init()

void init ( ParticleSwarmOptimization * pso)
overrideprotectedvirtual