Method slave

examples/qcp.cpp:215–248

Slave function for portfolio search

  }
  /// Slave function for portfolio search
  virtual bool slave(const MetaInfo& mi) {
    if (mi.type() == MetaInfo::PORTFOLIO) {
      double tbf = opt.tbf();
      Rnd r(seeds[mi.asset() % n_seeds]);
      switch (opt.branching()) {
      case BRANCH_SIZE:
        {
          auto tbl =
            [tbf] (const Space&, double w, double b) {
              assert(w >= b);
              return b + (w - b) * tbf;
            };
          branch(*this, e, tiebreak(INT_VAR_SIZE_MIN(tbl),
                                    INT_VAR_RND(r)),
                 INT_VAL_MIN());
        }
        break;
      case BRANCH_AFC_SIZE:
        {
          auto tbl =
            [tbf] (const Space&, double w, double b) {
              assert(b >= w);
              return b - (b - w) * tbf;
            };
          branch(*this, e, tiebreak(INT_VAR_AFC_SIZE_MAX(opt.decay(), tbl),
                                    INT_VAR_RND(r)),
                 INT_VAL_MIN());
        }
        break;
      default: ;
      }
    }
    return true;
  }
  /// Constructor for cloning \a s
  QCP(QCP& s)
    : Script(s), opt(s.opt), spec(s.spec) {