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Added simpsa optimization algorithm in the manual.

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Stéphane Adjemian (Charybdis) 2013-10-02 17:44:47 +02:00
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doc/dynare.texi
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@ -4457,6 +4457,10 @@ available with @code{mode_compute=7})
@item 9
Uses the CMA-ES (Covariance Matrix Adaptation Evolution Strategy) algorithm, an evolutionary algorithm for difficult non-linear non-convex optimization
@item 10
Uses the simpsa algorithm, based on the combination of the non-linear simplex and simulated annealing algorithms and proposed by
@cite{Cardoso, Salcedo and Feyo de Azevedo (1996)}.
@item @var{FUNCTION_NAME}
It is also possible to give a @var{FUNCTION_NAME} to this option,
instead of an @var{INTEGER}. In that case, Dynare takes the return
@ -8737,6 +8741,10 @@ Brooks, Stephen P., and Andrew Gelman (1998): ``General methods for
monitoring convergence of iterative simulations,'' @i{Journal of
computational and graphical statistics}, 7, pp. 434--455
@item
Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): ``The simplex simulated annealing approach to continuous non-linear optimization'', @i{Computers chem. Engng}, 20(9), 1065-1080
@item
Collard, Fabrice (2001): ``Stochastic simulations with Dynare: A practical guide''