simulatedannealing.hpp File Reference

Numerical Recipes in C (second edition), Chapter 10.9, with the original exit criterion in f(x) replaced by one in x (see simplex.cpp for a reference to GSL concerning this) More...

#include <ql/math/randomnumbers/mt19937uniformrng.hpp>
#include <ql/math/optimization/problem.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <cmath>

Go to the source code of this file.

Classes
class	SimulatedAnnealing< RNG >
	Simulated Annealing. More...

Namespaces
namespace	QuantLib

Detailed Description

Numerical Recipes in C (second edition), Chapter 10.9, with the original exit criterion in f(x) replaced by one in x (see simplex.cpp for a reference to GSL concerning this)

Definition in file simulatedannealing.hpp.