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

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Author Info

  • William L. Goffe

    ()
    (SUNY-Oswego)

  • Gary D. Ferrier
  • John Rogers

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.

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File URL: ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.f
Our checks indicate that this address may not be valid because: 404 Failed to CWD to directory cod [Failed to change directory.]. If this is indeed the case, please notify (Christopher F. Baum)
File Function: FORTRAN source code
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File URL: ftp://all.repec.org/RePEc/cod/html/Fortran/SimAnnealing.si
Our checks indicate that this address may not be valid because: 404 Failed to CWD to directory cod [Failed to change directory.]. If this is indeed the case, please notify (Christopher F. Baum)
File Function: documentation
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Bibliographic Info

Software component provided by Kluwer Academic Publishers in its series Computational Economics Software Archive with number CS05.133.

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Programming language: FORTRAN
Requires: FORTRAN
Date of creation: 01 Jan 1992
Date of revision:
Handle: RePEc:sce:cesofw:cs05.133

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Postal: P.O. Box 17, 3300 AA Dordrecht, the Netherlands
Web page: http://www.wkap.nl/journals/computational_econ
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