QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Public Member Functions | Protected Member Functions | List of all members
LevyFlightInertia Class Reference

Levy Flight Inertia. More...

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

+ Inheritance diagram for LevyFlightInertia:

Public Types

typedef IsotropicRandomWalk< LevyFlightDistribution, base_generator_type > IsotropicLevyFlight
 

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)
 initialize state for current problem
 
void setValues ()
 produce changes to PSO state for current iteration
 

Protected Member Functions

void init (ParticleSwarmOptimization *pso)
 

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.