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

Base topology class used to determine the personal and global best. More...

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

+ Inheritance diagram for ParticleSwarmOptimization::Topology:

Public Member Functions

virtual void setSize (Size M)=0
 initialize state for current problem
 
virtual void findSocialBest ()=0
 produce changes to PSO state for current iteration
 

Protected Attributes

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

Friends

class ParticleSwarmOptimization
 

Detailed Description

Base topology class used to determine the personal and global best.

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