QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Always Downhill Probability. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
bool | operator() (Real currentValue, Real newValue, const Array &temp) |
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.