QuantLib: a free/open-source library for quantitative finance
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Public Member Functions | Private Attributes | List of all members
TemperatureVeryFastAnnealing Class Reference

Temperature Very Fast Annealing. More...

#include <ql/experimental/math/hybridsimulatedannealingfunctors.hpp>

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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_
 

Detailed Description

Temperature Very Fast Annealing.

For use with the Very Fast Annealing sampler

Definition at line 320 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ TemperatureVeryFastAnnealing()

TemperatureVeryFastAnnealing ( Real  initialTemp,
Real  finalTemp,
Real  maxSteps,
Size  dimension 
)

Definition at line 322 of file hybridsimulatedannealingfunctors.hpp.

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Member Function Documentation

◆ operator()()

void operator() ( Array newTemp,
const Array currTemp,
const Array steps 
)

Definition at line 329 of file hybridsimulatedannealingfunctors.hpp.

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Member Data Documentation

◆ inverseN_

Real inverseN_
private

Definition at line 336 of file hybridsimulatedannealingfunctors.hpp.

◆ initialTemp_

Array initialTemp_
private

Definition at line 337 of file hybridsimulatedannealingfunctors.hpp.

◆ finalTemp_

Array finalTemp_
private

Definition at line 337 of file hybridsimulatedannealingfunctors.hpp.

◆ exponent_

Array exponent_
private

Definition at line 337 of file hybridsimulatedannealingfunctors.hpp.