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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html">HybridSimulatedAnnealing</a></li> </ul>
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<div class="title">HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing > Class Template Reference</div> </div>
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<p><code>#include <ql/experimental/math/hybridsimulatedannealing.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >:</div>
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<b>EveryNewPoint</b>,
<b>EveryBestPoint</b>
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<b>ResetToBestPoint</b>,
<b>ResetToOrigin</b>
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 </td><td class="memItemRight" valign="bottom"><b>HybridSimulatedAnnealing</b> (const Sampler &sampler, const <a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> &probability, const Temperature &temperature, const Reannealing &reannealing=<a class="el" href="struct_quant_lib_1_1_reannealing_trivial.html">ReannealingTrivial</a>(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> startTemperature=200.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> endTemperature=0.01, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> reAnnealSteps=50, ResetScheme resetScheme=ResetToBestPoint, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> resetSteps=150, ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> > localOptimizer=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> >(), LocalOptimizeScheme optimizeScheme=EveryBestPoint)</td></tr>
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EndCriteria::Type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hybrid_simulated_annealing.html#a47e7853ef94a6bb46570c19401474db7">minimize</a> (<a class="el" href="class_quant_lib_1_1_problem.html">Problem</a> &P, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &endCriteria)</td></tr>
<tr class="memdesc:a47e7853ef94a6bb46570c19401474db7"><td class="mdescLeft"> </td><td class="mdescRight">minimize the optimization problem P <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class Sampler, class Probability, class Temperature, class Reannealing = ReannealingTrivial><br />
class QuantLib::HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing ></h3>
<p>Method is fairly straightforward: 1) Sampler provides a probability density (based on current value) for the parameters. Each iteration a new draw is made from it to find a new point 2) Probability determines whether the new point, obtained from Sampler, is accepted or not 3) Temperature is a schedule T(k) for the iteration k, which affects the Sampler and Probability 4) Reannealing is a departure from the traditional Boltzmann Annealing method: it rescales the iteration k independently for each dimension so as to improve convergence</p>
<p>The hybrid in the name is because one can provide it a local optimizer for use whenever any new best point is found or at every accepted point, in which case is used is chose by the user.</p>
<p>Class Sampler must implement the following interface: </p><div class="fragment"><div class="line"><span class="keywordtype">void</span> operator()(Array &newPoint, <span class="keyword">const</span> Array &currentPoint, <span class="keyword">const</span> Array &temp) <span class="keyword">const</span>;</div>
</div><!-- fragment --><p> Class Probability must implement the following interface: </p><div class="fragment"><div class="line"><span class="keywordtype">bool</span> operator()(<a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> currentValue, <a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> newValue, <span class="keyword">const</span> Array &temp) <span class="keyword">const</span>;</div>
</div><!-- fragment --><p> Class Temperature must implement the following interface: </p><div class="fragment"><div class="line"><span class="keywordtype">void</span> operator()(Array &newTemp, <span class="keyword">const</span> Array &currTemp, <span class="keyword">const</span> Array &steps) <span class="keyword">const</span>;</div>
</div><!-- fragment --><p> Class Reannealing must implement the following interface: </p><div class="fragment"><div class="line"><span class="keywordtype">void</span> operator()(Array & steps, <span class="keyword">const</span> Array &currentPoint,</div>
<div class="line"><a class="code" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78" title="real number">Real</a> aCurrentValue, <span class="keyword">const</span> Array & currTemp) <span class="keyword">const</span>;</div>
</div><!-- fragment --> <dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_global_optimizer_8cpp-example.html#_a19">GlobalOptimizer.cpp</a>.</dd>
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