QuantLib: AdaptiveInertia Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Public Member Functions | List of all members
AdaptiveInertia Class Reference

AdaptiveInertia. More...

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

Inheritance diagram for AdaptiveInertia:
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## Public Member Functions
| AdaptiveInertia (Real minInertia, Real maxInertia, Size sh=5, Size sl=2)
void | setSize (Size M, Size N, Real c0, const EndCriteria &endCriteria)
| initialize state for current problem
void | setValues ()
| produce changes to PSO state for current iteration

## Additional Inherited Members
Protected Member Functions inherited from ParticleSwarmOptimization::Inertia
virtual void | init (ParticleSwarmOptimization *pso)
Protected Attributes inherited from ParticleSwarmOptimization::Inertia
ParticleSwarmOptimization * | pso_
std::vector< Array > * | X_
std::vector< Array > * | V_
std::vector< Array > * | pBX_
std::vector< Array > * | gBX_
Array * | pBF_
Array * | gBF_
Array * | lX_
Array * | uX_

## Detailed Description

AdaptiveInertia.