Benchmarking Global Optimizers

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:...

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Bibliographic details
Main Author: Guvenen, Fatih
Kleineberg, Tatjana
Arnoud, Antoine
Format: Paper
Language: English
Place of publication: National Bureau of Economic Research 01.10.2019
Data of publication: 20191001
Series: NBER Working Paper Series
Subjects:
Online Access: Fulltext
Database: NBER Working Papers
NBER
National Bureau of Economic Research Publications
NBER Technical Working Papers Archive
Database information Databases - DBIS