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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