particleswarmoptimization.hpp File Reference

Implementation based on: Clerc, M., Kennedy, J. (2002) The particle swarm-explosion, stability and convergence in a multidimensional complex space. IEEE Transactions on Evolutionary Computation, 6(2): 58–73. More...

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

Go to the source code of this file.

Classes
class	ParticleSwarmOptimization
class	ParticleSwarmOptimization::Inertia
	Base inertia class used to alter the PSO state. More...
class	TrivialInertia
	Trivial Inertia. More...
class	SimpleRandomInertia
	Simple Random Inertia. More...
class	DecreasingInertia
	Decreasing Inertia. More...
class	AdaptiveInertia
	AdaptiveInertia. More...
class	LevyFlightInertia
	Levy Flight Inertia. More...
class	ParticleSwarmOptimization::Topology
	Base topology class used to determine the personal and global best. More...
class	GlobalTopology
	Global Topology. More...
class	KNeighbors
	K-Neighbor Topology. More...
class	ClubsTopology
	Clubs Topology. More...

Namespaces
namespace	QuantLib

Detailed Description

Implementation based on: Clerc, M., Kennedy, J. (2002) The particle swarm-explosion, stability and convergence in a multidimensional complex space. IEEE Transactions on Evolutionary Computation, 6(2): 58–73.

Definition in file particleswarmoptimization.hpp.