RCEIM: R Cross Entropy Inspired Method for Optimization

An implementation of a stochastic heuristic method for performing multidimensional function optimization. The method is inspired in the Cross-Entropy Method. It does not relies on derivatives, neither imposes particularly strong requirements into the function to be optimized. Additionally, it takes profit from multi-core processing to enable optimization of time-consuming functions.

Package details

AuthorAlberto Krone-Martins
MaintainerAlberto Krone-Martins <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RCEIM documentation built on May 29, 2017, 2:03 p.m.