com.github.vonrosen.quantlib

Class LogNormalSimulatedAnnealing

java.lang.Object

com.github.vonrosen.quantlib.OptimizationMethod

com.github.vonrosen.quantlib.LogNormalSimulatedAnnealing

public class LogNormalSimulatedAnnealing
extends OptimizationMethod

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	LogNormalSimulatedAnnealing.ResetScheme

Field Summary

Fields inherited from class com.github.vonrosen.quantlib.OptimizationMethod

swigCMemOwn

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	LogNormalSimulatedAnnealing(long cPtr, boolean cMemoryOwn)
	LogNormalSimulatedAnnealing(SamplerLogNormal sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature)
	LogNormalSimulatedAnnealing(SamplerLogNormal sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature, ReannealingTrivial reannealing)
	LogNormalSimulatedAnnealing(SamplerLogNormal sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature, ReannealingTrivial reannealing, double startTemperature)
	LogNormalSimulatedAnnealing(SamplerLogNormal sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature, ReannealingTrivial reannealing, double startTemperature, double endTemperature)
	LogNormalSimulatedAnnealing(SamplerLogNormal sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature, ReannealingTrivial reannealing, double startTemperature, double endTemperature, long reAnnealSteps)
	LogNormalSimulatedAnnealing(SamplerLogNormal sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature, ReannealingTrivial reannealing, double startTemperature, double endTemperature, long reAnnealSteps, LogNormalSimulatedAnnealing.ResetScheme resetScheme)
	LogNormalSimulatedAnnealing(SamplerLogNormal sampler, ProbabilityBoltzmannDownhill probability, TemperatureExponential temperature, ReannealingTrivial reannealing, double startTemperature, double endTemperature, long reAnnealSteps, LogNormalSimulatedAnnealing.ResetScheme resetScheme, long resetSteps)

Method Summary

Modifier and Type	Method and Description
void	delete()
protected void	finalize()
protected static long	getCPtr(LogNormalSimulatedAnnealing obj)

Methods inherited from class com.github.vonrosen.quantlib.OptimizationMethod

getCPtr

Methods inherited from class java.lang.Object

clone, equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

LogNormalSimulatedAnnealing

protected LogNormalSimulatedAnnealing(long cPtr,
                                      boolean cMemoryOwn)

LogNormalSimulatedAnnealing

public LogNormalSimulatedAnnealing(SamplerLogNormal sampler,
                                   ProbabilityBoltzmannDownhill probability,
                                   TemperatureExponential temperature,
                                   ReannealingTrivial reannealing,
                                   double startTemperature,
                                   double endTemperature,
                                   long reAnnealSteps,
                                   LogNormalSimulatedAnnealing.ResetScheme resetScheme,
                                   long resetSteps)

LogNormalSimulatedAnnealing

public LogNormalSimulatedAnnealing(SamplerLogNormal sampler,
                                   ProbabilityBoltzmannDownhill probability,
                                   TemperatureExponential temperature,
                                   ReannealingTrivial reannealing,
                                   double startTemperature,
                                   double endTemperature,
                                   long reAnnealSteps,
                                   LogNormalSimulatedAnnealing.ResetScheme resetScheme)

LogNormalSimulatedAnnealing

public LogNormalSimulatedAnnealing(SamplerLogNormal sampler,
                                   ProbabilityBoltzmannDownhill probability,
                                   TemperatureExponential temperature,
                                   ReannealingTrivial reannealing,
                                   double startTemperature,
                                   double endTemperature,
                                   long reAnnealSteps)

LogNormalSimulatedAnnealing

public LogNormalSimulatedAnnealing(SamplerLogNormal sampler,
                                   ProbabilityBoltzmannDownhill probability,
                                   TemperatureExponential temperature,
                                   ReannealingTrivial reannealing,
                                   double startTemperature,
                                   double endTemperature)

LogNormalSimulatedAnnealing

public LogNormalSimulatedAnnealing(SamplerLogNormal sampler,
                                   ProbabilityBoltzmannDownhill probability,
                                   TemperatureExponential temperature,
                                   ReannealingTrivial reannealing,
                                   double startTemperature)

LogNormalSimulatedAnnealing

public LogNormalSimulatedAnnealing(SamplerLogNormal sampler,
                                   ProbabilityBoltzmannDownhill probability,
                                   TemperatureExponential temperature,
                                   ReannealingTrivial reannealing)

LogNormalSimulatedAnnealing

public LogNormalSimulatedAnnealing(SamplerLogNormal sampler,
                                   ProbabilityBoltzmannDownhill probability,
                                   TemperatureExponential temperature)

Method Detail

getCPtr

protected static long getCPtr(LogNormalSimulatedAnnealing obj)

finalize

protected void finalize()

Overrides:

finalize in class OptimizationMethod

delete

public void delete()

Overrides:

delete in class OptimizationMethod