Goffe, William - In: Studies in Nonlinear Dynamics & Econometrics 1 (2007) 3, pp. 169-176
optimization routines for difficult optimization problems. This paper compares SIMANN to the DFP algorithm on another optimization …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 …