QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Temperature Very Fast Annealing. More...
#include <hybridsimulatedannealingfunctors.hpp>
Public Member Functions | |
TemperatureVeryFastAnnealing (Real initialTemp, Real finalTemp, Real maxSteps, Size dimension) | |
void | operator() (Array &newTemp, const Array &currTemp, const Array &steps) |
Private Attributes | |
Real | inverseN_ |
Array | initialTemp_ |
Array | finalTemp_ |
Array | exponent_ |
Temperature Very Fast Annealing.
For use with the Very Fast Annealing sampler
Definition at line 320 of file hybridsimulatedannealingfunctors.hpp.
TemperatureVeryFastAnnealing | ( | Real | initialTemp, |
Real | finalTemp, | ||
Real | maxSteps, | ||
Size | dimension | ||
) |
Definition at line 322 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 329 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 336 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 337 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 337 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 337 of file hybridsimulatedannealingfunctors.hpp.