QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Protected Member Functions | Protected Attributes | Friends | List of all members
ParticleSwarmOptimization::Inertia Class Referenceabstract

Base inertia class used to alter the PSO state. More...

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

+ Inheritance diagram for ParticleSwarmOptimization::Inertia:

Public Member Functions

virtual void setSize (Size M, Size N, Real c0, const EndCriteria &endCriteria)=0
 initialize state for current problem
 
virtual void setValues ()=0
 produce changes to PSO state for current iteration
 

Protected Member Functions

virtual void init (ParticleSwarmOptimization *pso)
 

Protected Attributes

ParticleSwarmOptimizationpso_
 
std::vector< Array > * X_
 
std::vector< Array > * V_
 
std::vector< Array > * pBX_
 
std::vector< Array > * gBX_
 
ArraypBF_
 
ArraygBF_
 
ArraylX_
 
ArrayuX_
 

Friends

class ParticleSwarmOptimization
 

Detailed Description

Base inertia class used to alter the PSO state.

This pure virtual base class provides the access to the PSO state which the particular inertia algorithm will change upon each iteration.