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 <algol@sim.ul.pt>
LicenseGPL (>= 2)
Version0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RCEIM")

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RCEIM documentation built on May 1, 2019, 10:29 p.m.