Benchmarking Global Optimizers
收藏NBER2019-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w26340
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资源简介：
We benchmark seven global optimization algorithms by comparing their performance on challenging multidimensional test functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms are taken from the popular NLopt open-source library:
提供机构：
美国国家经济研究局
创建时间：
2019-10-01
