Reannealing Finite Difference. More...

#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>

Collaboration diagram for ReannealingFiniteDifferences:

Public Member Functions
	ReannealingFiniteDifferences (Real initialTemp, Size dimension, const Array &lower=Array(), const Array &upper=Array(), Real stepSize=1e-7, Real minSize=1e-10, Real functionTol=1e-10)

void	setProblem (Problem &P)

void	operator() (Array &steps, const Array &currentPoint, Real currentValue, const Array &currTemp)

Private Attributes
Problem *	problem_

Real	stepSize_

Real	minSize_

Real	functionTol_

Size	N_

bool	bound_ = false

Array	lower_

Array	upper_

Array	initialTemp_

Array	bounded_

Detailed Description

Reannealing Finite Difference.

In multidimensional problems, different dimensions might have different sensitivities, and might have dimensions on which the solution is rather insensitive. If possible, the search should concentrate more on the more sensitive dimensions, therefore a reannealing schedule might raise the temperature seen by those more fruitful dimensions so as to allow for more movement along the dimensions of interest

Definition at line 357 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ ReannealingFiniteDifferences()

ReannealingFiniteDifferences	(	Real	initialTemp,
		Size	dimension,
		const Array &	lower = `Array()`,
		const Array &	upper = `Array()`,
		Real	stepSize = `1e-7`,
		Real	minSize = `1e-10`,
		Real	functionTol = `1e-10`
	)