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SIMANN: FORTRAN module to perform Global Optimization of Statistical Functions with Simulated Annealing

William Goffe (), Gary Ferrier and John Rogers

Computational Economics Software Archive from Kluwer Academic Publishers

Abstract: This module accompanies the Computer Science in Economics & Management article "Simulated Annealing: An Initial Application in Econometrics," 1992, 5, 133-146. This implementation of simulated annealing was used in "Global Optimization of Statistical Functions with Simulated Annealing," Goffe, Ferrier and Rogers, Journal of Econometrics, vol. 60, no. 1/2, Jan./Feb. 1994, pp. 65-100. Other versions of this algorithm exist for GAUSS and Ox.

Language: FORTRAN
Requires: FORTRAN
Date: 1992-01-01
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ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.f FORTRAN source code (text/plain)
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ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.si documentation (text/plain)
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Persistent link: http://EconPapers.repec.org/RePEc:sce:cesofw:cs05.133

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