From b00bf2662183ae0da9989ac4770750514af7875e Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Wed, 2 Oct 2013 17:44:47 +0200 Subject: [PATCH] Added simpsa optimization algorithm in the manual. --- doc/dynare.texi | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/doc/dynare.texi b/doc/dynare.texi index 6902abec9..d2e3bfcad 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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''