ProbabilityBoltzmann Class Reference

Boltzmann Probability. More...

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

Public Member Functions
	ProbabilityBoltzmann (unsigned long seed=SeedGenerator::instance().get())
	ProbabilityBoltzmann (const ProbabilityBoltzmann &probability)
bool	operator() (Real currentValue, Real newValue, const Array &temp) const

Detailed Description

Boltzmann Probability.

The probability of accepting a new point is sampled from a Boltzmann distribution. A point is accepted if \( \frac{1}{1+exp(-(current-new)/T)} > u \) where \( u \) is drawn from a uniform distribution.