include [i]
include
include
include
using namespace std;
const double b = 0.9;
double u = 0;
///.....计算函数的值......////
double Ifunc(double x, double y, double z)
{
double hsz = 0.0;
hsz = 50 - pow(5 x - 2 y , 2) - pow(x - 7 y y + 2 z z , 4);
return hsz;
}
/////..........概率计算.........//////
double glfunc(double w1, double w2, double T)
{
double p;
double u = 0;
double w3 = - 1.00 * abs(w1 - w2);
u = exp(w3 / (b * T));
if (u > x >> y >> z;
cout (NULL))));
//进行 y = x + z 变换
x_next = x + -x * (rand() % 10000)/ 10100.00 ;
y_next = y + -y * (rand() % 10000)/ 10100.00 ;
z_next = z + -z * (rand() % 10000)/ 10100.00 ;
cout hsz_max)
{
x_max = x_next;
y_max = y_next;
z_max = z_next;
hsz_max = hsz_next;
T = T * b;
}
cout = 0.5);
}
金融工程, 数学算法, CPP, 算法