IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

SIMANN: A Global Optimization Algorithm using Simulated Annealing

Listed author(s):
  • Goffe William L.


    (Department of Economics and International Business University of Southern Mississippi)

Registered author(s):

    This paper describes SIMANN, a Fortran and GAUSS implementation of the simulated annealing algorithm. The Fortran code was used in "Global Optimization of Statistical Functions with Simulated Annealing" (Goffe, Ferrier, and Rogers 1994). In that paper, simulated annealing was found to be competitive, if not superior, to multiple restarts of conventional optimization routines for difficult optimization problems. This paper compares SIMANN to the DFP algorithm on another optimization problem, namely, the maximum likelihood estimation of a rational expectations model, which was previously studied in the literature. SIMANN again performs quite well, and shows several advantages over DFP. This paper also describes simulated annealing, and gives explicit directions and an example for using the included GAUSS and Fortran code.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Article provided by De Gruyter in its journal Studies in Nonlinear Dynamics & Econometrics.

    Volume (Year): 1 (1996)
    Issue (Month): 3 (October)
    Pages: 1-9

    in new window

    Handle: RePEc:bpj:sndecm:v:1:y:1996:i:3:n:al1
    Contact details of provider: Web page:

    Order Information: Web:

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:bpj:sndecm:v:1:y:1996:i:3:n:al1. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Peter Golla)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.