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


  • William L. Goffe

    () (SUNY-Oswego)

  • Gary D. Ferrier
  • John Rogers


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.

Suggested Citation

  • William L. Goffe & Gary D. Ferrier & John Rogers, 1992. "SIMANN: FORTRAN module to perform Global Optimization of Statistical Functions with Simulated Annealing," Computational Economics Software Archive CS05.133, Kluwer Academic Publishers.
  • Handle: RePEc:sce:cesofw:cs05.133

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