hybridsimulatedannealing.hpp File Reference

Implementation based on: Very Fast Simulated Re-Annealing, Lester Ingber, Mathl. Comput. Modelling, 967-973, 1989. More...

#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/levenbergmarquardt.hpp>
#include <ql/math/optimization/problem.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >

Namespaces
namespace	QuantLib

Typedefs
typedef HybridSimulatedAnnealing< SamplerGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial >	GaussianSimulatedAnnealing
typedef HybridSimulatedAnnealing< SamplerLogNormal, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial >	LogNormalSimulatedAnnealing
typedef HybridSimulatedAnnealing< SamplerMirrorGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial >	MirrorGaussianSimulatedAnnealing
typedef HybridSimulatedAnnealing< SamplerGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingFiniteDifferences >	GaussianSimulatedReAnnealing
typedef HybridSimulatedAnnealing< SamplerVeryFastAnnealing, ProbabilityBoltzmannDownhill, TemperatureVeryFastAnnealing, ReannealingTrivial >	VeryFastSimulatedAnnealing
typedef HybridSimulatedAnnealing< SamplerVeryFastAnnealing, ProbabilityBoltzmannDownhill, TemperatureVeryFastAnnealing, ReannealingFiniteDifferences >	VeryFastSimulatedReAnnealing

Detailed Description

Implementation based on: Very Fast Simulated Re-Annealing, Lester Ingber, Mathl. Comput. Modelling, 967-973, 1989.

Definition in file hybridsimulatedannealing.hpp.