“…Other relevant contributions are related to the optimization algorithm, as in Lèbre, Bourguignon (2008) and Chen, Lio (2009), and to empirical applications (Ching et al, 2003;Ching, Ng, 2006;Damásio et al, 2018;Damásio, Mendonça, 2019;Damásio, Mendonça, 2020). Also, Damásio, Nicolau (2020) proposed a new methodology for detecting and testing the presence multiple structural breaks in a Markov chain occurring at unknown dates.…”