QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Public Member Functions | List of all members
ProbabilityAlwaysDownhill Struct Reference

Always Downhill Probability. More...

#include <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.

Member Function Documentation

◆ operator()()

bool operator() ( Real  currentValue,
Real  newValue,
const Array temp 
)

Definition at line 213 of file hybridsimulatedannealingfunctors.hpp.