Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
Classes | Typedefs | Enumerations
mc::optim Namespace Reference

Classes

class  GA
 Genetic Algorithm optimizer. More...
 
struct  GAConfig
 Configuration parameters for GA. More...
 
class  Optimizer
 Abstract base class for all optimization algorithms. More...
 
class  PSO
 Particle Swarm Optimization algorithm. More...
 
struct  PSOConfig
 Configuration parameters for PSO. More...
 
struct  Solution
 Represents a candidate solution in the search space. More...
 

Typedefs

using Real = double
 Scalar precision used across optimizers.
 
using Coordinates = std::vector< Real >
 A point in the N-dimensional search space.
 
using ObjectiveFunction = std::function< Real(const Coordinates &)>
 Objective function signature.
 

Enumerations

enum class  OptimizationMode { MINIMIZE , MAXIMIZE }
 Optimization goal. More...
 

Typedef Documentation

◆ Coordinates

using mc::optim::Coordinates = typedef std::vector<Real>

A point in the N-dimensional search space.

Definition at line 31 of file types.hpp.

◆ ObjectiveFunction

using mc::optim::ObjectiveFunction = typedef std::function<Real(const Coordinates&)>

Objective function signature.

Takes coordinates as input and returns a scalar cost/fitness.

Definition at line 37 of file types.hpp.

◆ Real

using mc::optim::Real = typedef double

Scalar precision used across optimizers.

Note
Changing to float or long double updates the whole package.

Definition at line 26 of file types.hpp.

Enumeration Type Documentation

◆ OptimizationMode

enum class mc::optim::OptimizationMode
strong

Optimization goal.

Enumerator
MINIMIZE 
MAXIMIZE 

Definition at line 42 of file types.hpp.