Goffe, William - In: Studies in Nonlinear Dynamics & Econometrics 1 (1996) 3, pp. 169-176
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 …