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simulated annealing optimization and importance-sampling
Adaptive Simulated Annealing (ASA) is a C-language code that finds the best global fit of a nonlinear cost-function over a D-dimensional space. ASA has over 100 OPTIONS to provide robust tuning over many classes of nonlinear stochastic systems.
Stochastic parameter sensitivity analysis for chemical networks
...Serial and parallel MPI implementations can be built and called from the command line. The serial implementation of the package can also be called from Matlab via the MEX interface with limited functionality. It supports many user specified options, including the use of antithetic sampling that can be used in some cases to increase efficiency.