ProbabilityBoltzmannDownhill Class Reference

Boltzmann Downhill Probability. More...

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

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

Detailed Description

Boltzmann Downhill Probability.

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

Examples

GlobalOptimizer.cpp.