fireflyalgorithm.hpp File Reference

Implementation based on: Yang, Xin-She (2009) Firefly Algorithm, Levy Flights and Global Optimization. Research and Development in Intelligent Systems XXVI, pp 209-218. http://arxiv.org/pdf/1003.1464.pdf. More...

#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <ql/experimental/math/isotropicrandomwalk.hpp>
#include <ql/experimental/math/levyflightdistribution.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/randomnumbers/seedgenerator.hpp>
#include <cmath>
#include <random>

Go to the source code of this file.

Classes
class	FireflyAlgorithm
class	FireflyAlgorithm::Intensity
	Base intensity class. More...
class	ExponentialIntensity
	Exponential Intensity. More...
class	InverseLawSquareIntensity
	Inverse Square Intensity. More...
class	FireflyAlgorithm::RandomWalk
	Base Random Walk class. More...
class	DistributionRandomWalk< Distribution >
	Distribution Walk. More...
class	GaussianWalk
	Gaussian Walk. More...
class	LevyFlightWalk
	Levy Flight Random Walk. More...
class	DecreasingGaussianWalk
	Decreasing Random Walk. More...

Namespaces
namespace	QuantLib

Detailed Description

Implementation based on: Yang, Xin-She (2009) Firefly Algorithm, Levy Flights and Global Optimization. Research and Development in Intelligent Systems XXVI, pp 209-218. http://arxiv.org/pdf/1003.1464.pdf.

Definition in file fireflyalgorithm.hpp.