QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Boltzmann Downhill Probability. More...
#include <hybridsimulatedannealingfunctors.hpp>
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< Real > | distribution_ |
Boltzmann Downhill Probability.
Similarly to the Boltzmann Probability, but if new < current, then the point is always accepted.
Definition at line 239 of file hybridsimulatedannealingfunctors.hpp.
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explicit |
Definition at line 242 of file hybridsimulatedannealingfunctors.hpp.
Definition at line 244 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 251 of file hybridsimulatedannealingfunctors.hpp.
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private |
Definition at line 252 of file hybridsimulatedannealingfunctors.hpp.