Simulated annealing: An initial application in econometrics

DOI10.1007/BF00436486MaRDI QIDQ4018055zbMATH OpenFDO

Authors

Publication date 16 January 1993

Published in Computer Science in Economics and Management (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00436486

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Combinatorial optimization (90C27) Applications of mathematical programming (90C90) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cites work

• A global optimization algorithm using stochastic differential equations
• A Monte Carlo simulated annealing approach to optimization over continuous variables
• A simulated annealing approach to the multiconstraint zero-one knapsack problem
• Generalized Simulated Annealing for Function Optimization
• scientific article; zbMATH DE number 3647917 (Why is no real title available?)
• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 3942888 (Why is no real title available?)
• scientific article; zbMATH DE number 48320 (Why is no real title available?)
• scientific article; zbMATH DE number 193510 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm—Corrigenda for this article is available here
• Optimization by simulated annealing
• Reconstruction of polycrystalline structures: a new application of combinatorial optimization

Cited in

(5)

• Global optimization using interval arithmetic
• Simulated annealing: Practice versus theory
• Metaheuristics: A bibliography
• Global optimization of statistical functions with simulated annealing
• Optimization of the generalized covariance estimator in noncausal processes

Describes a project that uses

Uses Software

• SIGMA_

This page was built for publication: Simulated annealing: An initial application in econometrics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4018055)