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

William L. Goffe (), Gary D. 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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