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
ProbabilityBoltzmannDownhill Class Reference

Boltzmann Downhill Probability. More...

#include <hybridsimulatedannealingfunctors.hpp>

+ Collaboration diagram for ProbabilityBoltzmannDownhill:

Public Member Functions

 ProbabilityBoltzmannDownhill (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 Downhill Probability.

Similarly to the Boltzmann Probability, but if new < current, then the point is always accepted.

Examples
GlobalOptimizer.cpp.

Definition at line 239 of file hybridsimulatedannealingfunctors.hpp.

Constructor & Destructor Documentation

◆ ProbabilityBoltzmannDownhill()

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

Definition at line 242 of file hybridsimulatedannealingfunctors.hpp.

Member Function Documentation

◆ operator()()

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

Definition at line 244 of file hybridsimulatedannealingfunctors.hpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ generator_

std::mt19937 generator_
private

Definition at line 251 of file hybridsimulatedannealingfunctors.hpp.

◆ distribution_

std::uniform_real_distribution<Real> distribution_
private

Definition at line 252 of file hybridsimulatedannealingfunctors.hpp.