RcppDE (0.1.5)

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Global Optimization by Differential Evolution in C++.

http://cran.r-project.org/web/packages/RcppDE

An efficient C++ based implementation of the 'DEoptim' function which performs global optimization by differential evolution. Its creation was motivated by trying to see if the old approximation "easier, shorter, faster: pick any two" could in fact be extended to achieving all three goals while moving the code from plain old C to modern C++. The initial version did in fact do so, but a good part of the gain was due to an implicit code review which eliminated a few inefficiencies which have since been eliminated in 'DEoptim'.

Maintainer: Dirk Eddelbuettel
Author(s): Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)

License: GPL (>= 2)

Uses: Rcpp, DEoptim, inline, lattice

Released over 1 year ago.


5 previous versions

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Related packages: DEoptim, LowRankQP, TSP, boot, bvls, clue, desirability, gafit, genalg, glpk, gsl, igraph, kernlab, linprog, lpSolve, minpack.lm, nls2, nnls, optmatch, powell(20 best matches, based on common tags.)


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