RCEIM: RCEIM - R Cross Entropy Inspired Method for Optimization

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RCEIM is a package implementing 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 multicore processing to enable optimization of time-consuming functions.

Author
Alberto Krone-Martins
Date of publication
2014-09-01 19:46:53
Maintainer
Alberto Krone-Martins <algol@sim.ul.pt>
License
GPL (>= 2)
Version
0.2

View on CRAN

Man pages

ceimOpt
A Cross Entropy Inspired Method for Optimization
enforceDomainOnParameters
Enforce domain boundaries
overPlotErrorPolygon
Overplot an error polygon
plotEliteDistrib
Plot the distribution of elite members
RCEIM-package
An R Cross Entropy Inspired Method for Optimization RCEIM
sortDataFrame
Sorting a data frame by a key
testFunOptimization
1D test problem for RCEIM
testFunOptimization2d
2D test problem for RCEIM

Files in this package

RCEIM
RCEIM/NAMESPACE
RCEIM/R
RCEIM/R/enforceDomainOnParameters.R
RCEIM/R/plotEliteDistrib.R
RCEIM/R/overPlotErrorPolygon.R
RCEIM/R/testFunOptimization2d.R
RCEIM/R/ceimOpt.R
RCEIM/R/sortDataFrame.R
RCEIM/R/testFunOptimization.R
RCEIM/MD5
RCEIM/DESCRIPTION
RCEIM/ChangeLog
RCEIM/man
RCEIM/man/figures
RCEIM/man/figures/RCEIM-Problems.pdf
RCEIM/man/figures/RCEIM-Problems.jpg
RCEIM/man/plotEliteDistrib.Rd
RCEIM/man/enforceDomainOnParameters.Rd
RCEIM/man/testFunOptimization.Rd
RCEIM/man/testFunOptimization2d.Rd
RCEIM/man/RCEIM-package.Rd
RCEIM/man/sortDataFrame.Rd
RCEIM/man/overPlotErrorPolygon.Rd
RCEIM/man/ceimOpt.Rd