Global optimization of statistical functions with simulated annealing.

Many statistical methods rely on numerical optimization to estimate a model's parameters. Unfortunately, conventional algorithms sometimes fail. Even when they do converge, there is no assurance that they have found the global, rather than a local, optimum. We test a new optimization algorithm, s...

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Bibliographic Details
Published in:Journal of Econometrics Vol. 60; pp. 65 - 100
Main Authors: Goffe, William L., Ferrier, Gary D., Rogers, John
Format: Article
Published: Elsevier Science January/February 1994
Subjects:
Online Access:View this record in EBSCOhost
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      dt: January/February 1994
      vid: 60
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      pub: Elsevier Science
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        512362674
        10.1016/0304-4076(94)90038-8
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        atl: Global optimization of statistical functions with simulated annealing.
      aug:
        au:
          Goffe, William L.
          Ferrier, Gary D.
          Rogers, John
      su:
        Algorithms
        Estimation theory
        Mathematical optimization
      sug:
        subj:
          Algorithms
          Estimation theory
          Mathematical optimization
      ab: Many statistical methods rely on numerical optimization to estimate a model's parameters. Unfortunately, conventional algorithms sometimes fail. Even when they do converge, there is no assurance that they have found the global, rather than a local, optimum. We test a new optimization algorithm, simulated annealing, on four econometric problems and compare it to three common conventional algorithms. Not only can simulated annealing find the global optimum, it is also less likely to fail on difficult functions because it is a very robust algorithm. The promise of simulated annealing is demonstrated on the four econometric problems. Reprinted by permission of the publisher.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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