logisticpSwapFunction

 - swap function based on the logistic curve

 copyright 2009-2012 Blair Armstrong, Christine Watson, David Plaut

    This file is part of SOS

    SOS is free software: you can redistribute it and/or modify
    it for academic and non-commercial purposes
    under the terms of the GNU General Public License as published by
    the Free Software Foundation, either version 3 of the License, or
    (at your option) any later version.  For commercial or for-profit
    uses, please contact the authors (sos@cnbc.cmu.edu).

    SOS is distributed in the hope that it will be useful,
    but WITHOUT ANY WARRANTY; without even the implied warranty of
    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
    GNU General Public License for more details.

0001 % - swap function based on the logistic curve
0002 %
0003 % copyright 2009-2012 Blair Armstrong, Christine Watson, David Plaut
0004 %
0005 %    This file is part of SOS
0006 %
0007 %    SOS is free software: you can redistribute it and/or modify
0008 %    it for academic and non-commercial purposes
0009 %    under the terms of the GNU General Public License as published by
0010 %    the Free Software Foundation, either version 3 of the License, or
0011 %    (at your option) any later version.  For commercial or for-profit
0012 %    uses, please contact the authors (sos@cnbc.cmu.edu).
0013 %
0014 %    SOS is distributed in the hope that it will be useful,
0015 %    but WITHOUT ANY WARRANTY; without even the implied warranty of
0016 %    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0017 %    GNU General Public License for more details.
0018 
0019 %    You should have received a copy of the GNU General Public License
0020 %    along with SOS (see COPYING.txt).
0021 %    If not, see <http://www.gnu.org/licenses/>.
0022 
0023 
0024 classdef logisticpSwapFunction < genericpSwapFunction
0025     %% Creates and provides support for selecting swap probabilities based on the logistic function
0026        
0027     properties
0028     end
0029     
0030     methods
0031         
0032         %% shouldSwap(deltaCost,temp)
0033         function flag = shouldSwap(obj,deltaCost,temp)
0034             %calculates p(swap) based on deltaCost and temperature, using logistic function
0035             %
0036             % Currently implemented using OO design in anticipation of
0037             % possible expansion of the code, though this is not strictly
0038             % necessary at present.
0039             %
0040             %Parameters:
0041             %   deltaCost - diff in cost between curCost and swapCost
0042             %   temp - temperature
0043            
0044             % since we want to make swaps when cost is negative, the
0045             % negative sign that would usually proceed the net input
0046             % (delta cost) is removed in this version of the logistic fcn.
0047            p= 1/(1+exp(deltaCost*1/temp)); 
0048            
0049            if rand <= p               
0050                flag = 1;
0051            else
0052                flag = 0;
0053            end
0054         end
0055     end    
0056 end
0057