QuantLib_ProbabilityAlwaysDownhill man page

ProbabilityAlwaysDownhill — Always Downhill Probability.


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

Public Member Functions

bool operator() (Real currentValue, Real newValue, const Array &temp) const

Detailed Description

Always Downhill Probability.

Only points that improve on the current solution are accepted. Depending on the problem, this makes it very unlikely that the optimizer will be able to escape a local optimum.


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QuantLib Version 1.8.1 Fri Sep 23 2016