Always Downhill Probability. More...
#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>
Collaboration diagram for ProbabilityAlwaysDownhill:
Public Member Functions | |
| bool | operator() (Real currentValue, Real newValue, const Array &temp) |
Detailed Description
Always Downhill Probability.
Only points that improve on the current solution are accepted. Depending on the problem, this makes it very unlikely that the optimizer will be able to escape a local optimum.
Definition at line 212 of file hybridsimulatedannealingfunctors.hpp.