public double[] Calibration() { var lowerbound = new double[4] { 0.0000001, -29.99, -29.99, 0.0000001 }; var upperbound = new double[4] { 14.99, 29.99, 29.99, 29.99 }; //var PSO = new PSOOptimization(); //PSO.initialguess = new double[4] { 2.1, -1.5, -2.1, 0.87 }; //PSO.lowerbound = lowerbound; //PSO.upperbound = upperbound; //PSO.maximumiteration = 5000; //PSO.numofswarms = 200; //PSO.inertiaweightmax = 1.2; //PSO.inertiaweightmin = 0.1; //PSO.objectfun = StaticNS3FactorModelObjfun; //PSO.tolerance = 0.000000001; //PSO.Vmax = 4; //PSO.c1 = 2; //PSO.c2 = 2; //PSO.chi = 0.73; //var optimizedp = PSO.Optimize(); var ChaoticPSO = new ChaoticPSOOptimization(); ChaoticPSO.lowerbound = lowerbound; ChaoticPSO.upperbound = upperbound; ChaoticPSO.inertiaweightmax = 1.2; ChaoticPSO.inertiaweightmin = 0.1; ChaoticPSO.objectfun = StaticNS3FactorModelObjfun; ChaoticPSO.tolerance = 0.000000001; ChaoticPSO.c1 = 2; ChaoticPSO.c2 = 2; var optimizedp = ChaoticPSO.Optimize(); return(optimizedp); }
public double[] Calibration() { var lowerbound = new double[9] { 0.0000001, 0.0000001, 0.0000001, 0.0000001, 0.0000001, 0.0000001, 0.0000001, 0.0000001, -29.99 }; var upperbound = new double[9] { 29.99, 29.99, 29.99, 29.99, 29.99, 29.99, 29.99, 29.99, 29.99 }; var ChaoticPSO = new ChaoticPSOOptimization(); ChaoticPSO.lowerbound = lowerbound; ChaoticPSO.upperbound = upperbound; ChaoticPSO.inertiaweightmax = 1.2; ChaoticPSO.inertiaweightmin = 0.1; ChaoticPSO.objectfun = StaticTwoFactorLongstaffSchwartzModelObj; ChaoticPSO.tolerance = 0.000000001; ChaoticPSO.c1 = 2; ChaoticPSO.c2 = 2; var optimizedp = ChaoticPSO.Optimize(); return(optimizedp); }
public double[] Calibration() { var lowerbound = new double[10] { -14.99, -14.99, -14.99, -0.9999999, -4.99, -4.99, 0.0000001, 0.0000001, 0.0000001, 0.0000001 }; var upperbound = new double[10] { 14.99, 14.99, 14.99, 0.9999999, 4.99, 4.99, 4.99, 4.99, 14.99, 14.99 }; var ChaoticPSO = new ChaoticPSOOptimization(); ChaoticPSO.lowerbound = lowerbound; ChaoticPSO.upperbound = upperbound; ChaoticPSO.inertiaweightmax = 1.2; ChaoticPSO.inertiaweightmin = 0.1; ChaoticPSO.objectfun = StaticVasicekTwoFactorModelObj; ChaoticPSO.tolerance = 0.000000001; ChaoticPSO.c1 = 2; ChaoticPSO.c2 = 2; var optimizedp = ChaoticPSO.Optimize(); return(optimizedp); }