Class DecreasingInertia

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

A decreasing inertia: each velocity times the optimizer's inertia times a factor falling linearly with the iterations to the threshold at the last: QuantLib's DecreasingInertia.

[Experimental("NQL0001")]
public sealed class DecreasingInertia : ParticleSwarmOptimizationInertia

Inheritance

object

ParticleSwarmOptimizationInertia

DecreasingInertia

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

The factor is threshold + (1 − threshold)(K − k)/K at the k-th call of K iterations, k counted from 1, so the last iteration's is the threshold. QuantLib's never sets its swarm size, which it loops over (undefined), and never advances its iteration, so its factor stays 1 and the inertia never decreases (Divergences/ParticleSwarmInertiaTests.cs).

Constructors

DecreasingInertia(double)

Initializes a new instance of the DecreasingInertia class.

public DecreasingInertia(double threshold = 0.5)

Parameters

threshold double

The last iteration's factor, in [0, 1); QuantLib's default 0.5.

Exceptions

ArgumentException

threshold is outside [0, 1), with QuantLib's text.

Methods

Clone()

A copy for a minimization, unbound, its generators at their seeds.

public override ParticleSwarmOptimizationInertia Clone()

Returns

ParticleSwarmOptimizationInertia

The copy.

SetSize(int, int, double, EndCriteria)

Initializes the state for the problem (QuantLib's setSize).

public override void SetSize(int M, int N, double c0, EndCriteria endCriteria)

Parameters

M int

The swarm's size.

N int

The dimension.

c0 double

The optimizer's inertia.

endCriteria EndCriteria

The minimization's end criteria.

SetValues()

Changes the swarm's velocities for the iteration (QuantLib's setValues).

public override void SetValues()