SIMANN: FORTRAN module to perform Global Optimization of Statistical Functions with Simulated Annealing
AbstractThis 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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Bibliographic InfoSoftware component provided by Kluwer Academic Publishers in its series Computational Economics Software Archive with number CS05.133.
Programming language: FORTRAN
Date of creation: 01 Jan 1992
Date of revision:
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