Esempio n. 1
0
        public void SetScheme(ESimulatedAnnealingScheme Scheme)
        {
            switch (Scheme)
            {
            case ESimulatedAnnealingScheme.Portfolio:
                this.DisableStoppingCriterion(EStoppingCriterion.All);
                this.EnableStoppingCriterion(EStoppingCriterion.StopTemperature, true);
                this.To5tAj5b7 = 250;
                this.GxQxLxogs = 0.1;
                this.POtwj3imR = -20.0;
                this.MAxUj4muW = 1.0;
                this.S1vCXwaLF = 0.85;
                this.TQQPjxObY = 100.0;
                this.Po3j7nARl = 0.0001;
                break;

            case ESimulatedAnnealingScheme.EfficientFrontier:
                this.DisableStoppingCriterion(EStoppingCriterion.All);
                this.EnableStoppingCriterion(EStoppingCriterion.StopTemperature, true);
                this.To5tAj5b7 = 25;
                this.GxQxLxogs = 0.5;
                this.POtwj3imR = -20.0;
                this.MAxUj4muW = 1.0;
                this.S1vCXwaLF = 0.85;
                this.TQQPjxObY = 0.001;
                this.Po3j7nARl = 1E-06;
                break;

            case ESimulatedAnnealingScheme.Perceptron:
                this.DisableStoppingCriterion(EStoppingCriterion.All);
                this.EnableStoppingCriterion(EStoppingCriterion.StopTemperature, true);
                this.To5tAj5b7 = 25;
                this.GxQxLxogs = 0.5;
                this.POtwj3imR = -20.0;
                this.MAxUj4muW = 1.0;
                this.S1vCXwaLF = 0.85;
                this.TQQPjxObY = 0.001;
                this.Po3j7nARl = 1E-06;
                break;
            }
        }
Esempio n. 2
0
 public void SetScheme(ESimulatedAnnealingScheme Scheme)
 {
   switch (Scheme)
   {
     case ESimulatedAnnealingScheme.Portfolio:
       this.DisableStoppingCriterion(EStoppingCriterion.All);
       this.EnableStoppingCriterion(EStoppingCriterion.StopTemperature, true);
       this.To5tAj5b7 = 250;
       this.GxQxLxogs = 0.1;
       this.POtwj3imR = -20.0;
       this.MAxUj4muW = 1.0;
       this.S1vCXwaLF = 0.85;
       this.TQQPjxObY = 100.0;
       this.Po3j7nARl = 0.0001;
       break;
     case ESimulatedAnnealingScheme.EfficientFrontier:
       this.DisableStoppingCriterion(EStoppingCriterion.All);
       this.EnableStoppingCriterion(EStoppingCriterion.StopTemperature, true);
       this.To5tAj5b7 = 25;
       this.GxQxLxogs = 0.5;
       this.POtwj3imR = -20.0;
       this.MAxUj4muW = 1.0;
       this.S1vCXwaLF = 0.85;
       this.TQQPjxObY = 0.001;
       this.Po3j7nARl = 1E-06;
       break;
     case ESimulatedAnnealingScheme.Perceptron:
       this.DisableStoppingCriterion(EStoppingCriterion.All);
       this.EnableStoppingCriterion(EStoppingCriterion.StopTemperature, true);
       this.To5tAj5b7 = 25;
       this.GxQxLxogs = 0.5;
       this.POtwj3imR = -20.0;
       this.MAxUj4muW = 1.0;
       this.S1vCXwaLF = 0.85;
       this.TQQPjxObY = 0.001;
       this.Po3j7nARl = 1E-06;
       break;
   }
 }