RCEIM: RCEIM - R Cross Entropy Inspired Method for Optimization

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.

AuthorAlberto Krone-Martins
Date of publication2014-09-01 19:46:53
MaintainerAlberto Krone-Martins <algol@sim.ul.pt>
LicenseGPL (>= 2)

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