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We provide here Fortran source codes for Biologically Inspired Global Optimization methods such as the Repulsive Particle Swarm, the Genetic Algorithms and the Differential Evolution, and Metallurgy Inspired Global Optimization methods such as the Simulated Annealing and the Generalized Simulated Annealing. We also provide programs for econometric analysis such as Non-linear Least Squares, Robust Regression, Robust Two-Stage Least Squares, Ordinal Canonical Correlation, Ordinal Principal Component Analysis, Hybridization of canonical correlation and principal component analysis, fitting origin-displaced logarithmic spiral to data, solving the nearest correlation matrix problem, completing the correlation matrix, construction of composite indices by linear aggregation, etc. some of which are based on global optimization. Some Fortran Source Code Libraries on the Web have also been linked.
 
These programs (source codes) may be compiled by a suitable FORTRAN compiler (e.g. Microsoft Fortran Compiler or Force Compiler or FORCE Fortran 77 compiler; note that FORCE Compilers are free downloadable), which, after compilation will yield executable programs to be run for solving the problems. Some programs may use higher versions of Fortran (e.g Fortran 95). Compilers (e.g. Silverfrost FTN95) for those versions are also free downloadable.

"The Mecca of the economist lies in economic biology rather than in economic dynamics. But biological conceptions are more complex than those of mechanics." Alfred Marshall, Principles of Economics (Preface 8 Ed), Macmillan,1920.

• A Fortran-77 computer program to minimize a multimodal (nonconvex) objective function by Repulsive Particle Swarm method of Global Optimization.
• A Fortran-77 computer program to minimize a multimodal (nonconvex) objective function by Differential Evolution method of Global Optimization.
• A Fortran general purpose program for Real Coded Genetic Algorithms from High Altitude Observatory.
• A General purpose Fortran-77 Program for Optimization by Simulated Annealing method (with technical details).
• A Fortran-77 computer program (source codes) for Generalized Simulated Annealing (and further technical details).

• A Fortran-77 computer program for Nonlinear Least Squares by Differential Evolution and Repulsive Particle Swarm methods of Global Optimization.
• A Fortran-77 computer program to compute the estimators of (linear mulltiple) regression parameters by a family of Maximum Entropy Leuven Estimators to ameliorate the multicollinearity problem.
• A Fortran-77 computer program to compute Robust Regression coefficients in presence of outliers
• A Fortran-77 computer program to compute Robust Regression coefficients in presence of outliers (P.J. Rousseeuw and A.M. Leroy (1987): Robust Regression and Outlier Detection, Wiley, New York). Also see some more information.
• A Fortran-77 computer program for Construction of Composite Indices: Alternatives to the Principal Component Analysis.
• A Fortran-77 computer program to compute the structural coefficients of a multi-equation linear econometric model (in presence of outliers in the dataset) by Robust 2-Stage Least Squares.
• A Fortran-77 computer program to obtain the most representative composite rank ordering of multi-attribute objects.
• A Fortran-77 computer program to obtain Ordinal Canonical Correlation between two sets of ranking scores.
• A Fortran-77 computer program to obtain representation-constrained canonical correlation (hybridization of canonical correlation and principal component analyses).
• A Fortran-77 computer program for fitting an Origin-Displaced Logarithmic Spiral to empirical data.
• A Fortran-77 computer program for solving the Nearest Correlation Matrix Problem (using Differential Evolution, Particle Swarm and Neumann-Dykstra iteration).
• A Fortran-77 computer program for Completing the given Incomplete Correlation Matrices of Arbitrary Order.

 

Fortran Program Libraries