QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Boltzmann Probability. More...
#include <hybridsimulatedannealingfunctors.hpp>
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_ |
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.
|
explicit |
Definition at line 225 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 227 of file hybridsimulatedannealingfunctors.hpp.
|
private |
Definition at line 232 of file hybridsimulatedannealingfunctors.hpp.
|
private |
Definition at line 233 of file hybridsimulatedannealingfunctors.hpp.