QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
TemperatureExponential Class Reference

#include <hybridsimulatedannealingfunctors.hpp>

+ Collaboration diagram for TemperatureExponential:

Public Member Functions

 TemperatureExponential (Real initialTemp, Size dimension, Real power=0.95)
 
void operator() (Array &newTemp, const Array &currTemp, const Array &steps)
 

Private Attributes

Array initialTemp_
 
Real power_
 

Detailed Description

Examples
GlobalOptimizer.cpp.

Definition at line 303 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ TemperatureExponential()

TemperatureExponential ( Real  initialTemp,
Size  dimension,
Real  power = 0.95 
)

Definition at line 305 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

void operator() ( Array newTemp,
const Array currTemp,
const Array steps 
)

Definition at line 307 of file hybridsimulatedannealingfunctors.hpp.

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Member Data Documentation

◆ initialTemp_

Array initialTemp_
private

Definition at line 314 of file hybridsimulatedannealingfunctors.hpp.

◆ power_

Real power_
private

Definition at line 315 of file hybridsimulatedannealingfunctors.hpp.