hybridsimulatedannealingfunctors.hpp File Reference

Functors for use on HybridSimulatedAnnealing. More...

#include <ql/math/array.hpp>
#include <ql/math/randomnumbers/seedgenerator.hpp>
#include <ql/math/optimization/problem.hpp>
#include <algorithm>
#include <cmath>
#include <random>
#include <utility>
#include <vector>

Go to the source code of this file.

Classes
class	SamplerLogNormal
	Lognormal Sampler. More...
class	SamplerGaussian
	Gaussian Sampler. More...
class	SamplerRingGaussian
	Gaussian Ring Sampler. More...
class	SamplerMirrorGaussian
	Gaussian Mirror Sampler. More...
class	SamplerCauchy
	Cauchy Sampler. More...
class	SamplerVeryFastAnnealing
	Very Fast Annealing Sampler. More...
struct	ProbabilityAlwaysDownhill
	Always Downhill Probability. More...
class	ProbabilityBoltzmann
	Boltzmann Probability. More...
class	ProbabilityBoltzmannDownhill
	Boltzmann Downhill Probability. More...
class	TemperatureBoltzmann
	Temperature Boltzmann. More...
class	TemperatureCauchy
	Temperature Cauchy. More...
class	TemperatureCauchy1D
class	TemperatureExponential
class	TemperatureVeryFastAnnealing
	Temperature Very Fast Annealing. More...
struct	ReannealingTrivial
	Reannealing Trivial. More...
class	ReannealingFiniteDifferences
	Reannealing Finite Difference. More...

Namespaces
namespace	QuantLib

Detailed Description

Functors for use on HybridSimulatedAnnealing.

Definition in file hybridsimulatedannealingfunctors.hpp.