Simulated Annealing: An Initial Application in Econometrics.

A new global optimization algorithm simulated.annealing, is tested on a difficult econometric problem. The authors find that simulated annealing performs better than conventional algorithms. Citation Copyright 1992 by Kluwer Academic Publishers.

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Year of publication:	1992
Authors:	Goffe, William L ; Ferrier, Gary D ; Rogers, John
Published in:	Computer Science in Economics & Management. - Society for Computational Economics - SCE. - Vol. 5.1992, 2, p. 133-46
Publisher:	Society for Computational Economics - SCE

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Extent:	text/plain
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005701841