Goffe, William - In: Studies in Nonlinear Dynamics & Econometrics 1 (2007) 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...
