Global optimization of statistical functions with simulated annealing

DOI10.1016/0304-4076(94)90038-8zbMath0789.62095OpenAlexW2157350782WikidataQ112830772 ScholiaQ112830772MaRDI QIDQ59975

John Rogers, Gary D. Ferrier, William L. Goffe, V. Pereyra

Publication date: January 1994

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90038-8

zbMATH Keywords

simulated annealingglobal optimumestimation algorithms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical optimization and variational techniques (65K10) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

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• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• Stochastic global optimization methods part II: Multi level methods
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