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Re: st: simulated annealing


From   Tom Trikalinos <[email protected]>
To   [email protected]
Subject   Re: st: simulated annealing
Date   Fri, 30 Jan 2009 21:00:26 -0500

great contribution


- i wouldn't be surprised if SR has already "hacked" -optimize()-
:)

t

On Fri, Jan 30, 2009 at 6:16 PM, Stas Kolenikov <[email protected]> wrote:
> I've been thinking about the problem Sergiy R has been asking about...
> and wrote a Mata routine to do simulated annealing.
>
> net from http://web.missouri.edu/~kolenikovs/stata/
> net describe simann
>
> Enjoy :))
>
> Ideally, I should've hacked the official -optimize()- and structures
> sitting behind it, as it is simply another optimization method, and a
> lot of functionality affored by -optimize()- should be applicable here
> (unless it involves taking derivatives). But I was too lazy to do that
> :)).
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
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