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

Very Fast Annealing Sampler. More...

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

Public Member Functions

 SamplerVeryFastAnnealing (Array lower, Array upper, unsigned long seed=SeedGenerator::instance().get())
void operator() (Array &newPoint, const Array &currentPoint, const Array &temp)

Detailed Description

Very Fast Annealing Sampler.

For consistency should be used with TemperatureVeryFastAnnealing. Requires that the parameter space be bounded above and below.