ProbabilityBoltzmann Class Reference

Boltzmann Probability. More...

#include <ql/experimental/math/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< Real >	distribution_

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.

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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.