SIMANN: A Global Optimization Algorithm using Simulated Annealing

DOI10.2202/1558-3708.1020zbMath1078.91519OpenAlexW1995979588MaRDI QIDQ3368199

William L. Goffe

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.453.7685

zbMATH Keywords

optimizationalgorithmsimulated annealingnumerically intensive

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

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Uses Software

• GAUSS
• simannf90