QuantLib: ProbabilityAlwaysDownhill Struct Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
ProbabilityAlwaysDownhill Struct Reference

Always Downhill Probability. More...

`#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.