QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
ProbabilityBoltzmann Class Reference

Boltzmann Probability. More...

#include <hybridsimulatedannealingfunctors.hpp>

+ Collaboration diagram for ProbabilityBoltzmann:

Public Member Functions

 ProbabilityBoltzmann (unsigned long seed=SeedGenerator::instance().get())
 
bool operator() (Real currentValue, Real newValue, const Array &temp)
 

Private Attributes

std::mt19937 generator_
 
std::uniform_real_distribution< Realdistribution_
 

Detailed Description

Boltzmann Probability.

The probability of accepting a new point is sampled from a Boltzmann distribution. A point is accepted if \( \frac{1}{1+exp(-(current-new)/T)} > u \) where \( u \) is drawn from a uniform distribution.

Definition at line 223 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ ProbabilityBoltzmann()

ProbabilityBoltzmann ( unsigned long  seed = SeedGenerator::instance().get())
explicit

Definition at line 225 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

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

Definition at line 227 of file hybridsimulatedannealingfunctors.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ generator_

std::mt19937 generator_
private

Definition at line 232 of file hybridsimulatedannealingfunctors.hpp.

◆ distribution_

std::uniform_real_distribution<Real> distribution_
private

Definition at line 233 of file hybridsimulatedannealingfunctors.hpp.