Class GaussianSimulatedAnnealing

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

The hybrid simulated annealing on the Gaussian sampler, the Boltzmann downhill probability, the exponential temperature and no reannealing: QuantLib's GaussianSimulatedAnnealing typedef.

[Experimental("NQL0001")]
public sealed class GaussianSimulatedAnnealing : HybridSimulatedAnnealing<SamplerGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial>

Inheritance

object

OptimizationMethod

HybridSimulatedAnnealing<SamplerGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial>

GaussianSimulatedAnnealing

Inherited Members

OptimizationMethod.Minimize(Problem, EndCriteria)

OptimizationMethod.Minimize(ProblemState, EndCriteria)

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

GaussianSimulatedAnnealing(SamplerGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial?, double, double, int, HybridSimulatedAnnealingResetScheme, int, OptimizationMethod?, HybridSimulatedAnnealingLocalOptimizeScheme)

Initializes a new instance of the GaussianSimulatedAnnealing class.

public GaussianSimulatedAnnealing(SamplerGaussian sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature, ReannealingTrivial? reannealing = null, double startTemperature = 200, double endTemperature = 0.01, int reAnnealSteps = 50, HybridSimulatedAnnealingResetScheme resetScheme = HybridSimulatedAnnealingResetScheme.ResetToBestPoint, int resetSteps = 150, OptimizationMethod? localOptimizer = null, HybridSimulatedAnnealingLocalOptimizeScheme optimizeScheme = HybridSimulatedAnnealingLocalOptimizeScheme.EveryBestPoint)

Parameters

sampler SamplerGaussian

The sampler, which it copies.

probability ProbabilityBoltzmannDownhill

The probability, which it copies.

temperature TemperatureExponential

The temperature schedule, which it copies.

reannealing ReannealingTrivial

The reannealing; null for QuantLib's default, a new one.

startTemperature double

Each dimension's starting temperature.

endTemperature double

The temperature every dimension must fall below to stop.

reAnnealSteps int

The iterations between reannealings; 0 for never.

resetScheme HybridSimulatedAnnealingResetScheme

Where the current point resets.

resetSteps int

The iterations between resets; 0 for never.

localOptimizer OptimizationMethod

The local optimizer; null for QuantLib's default, a LevenbergMarquardt.

optimizeScheme HybridSimulatedAnnealingLocalOptimizeScheme

When the local optimizer runs.