QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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ProbabilityBoltzmannDownhill Class Reference

Boltzmann Downhill Probability. More...

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

Public Member Functions

 ProbabilityBoltzmannDownhill (unsigned long seed=SeedGenerator::instance().get())
bool operator() (Real currentValue, Real newValue, const Array &temp)

Detailed Description

Boltzmann Downhill Probability.

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

Examples
GlobalOptimizer.cpp.