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ROptimus: A Parallel General-Purpose Adaptive Optimisation Engine
A general-purpose optimisation engine that supports i) Monte Carlo optimisation with Metropolis criterion [Metropolis et al. (1953) <doi:10.1063/1.1699114>, Hastings (1970) <doi:10.1093/biomet/57.1.97>] and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) <doi:10.1126/science.220.4598.671>, Černý (1985) <doi:10.1007/BF00940812>] on multiple cores, and ii) Acceptance Ratio Replica Exchange Monte Carlo Optimisation. In each case, the system pseudo-temperature is dynamically adjusted such that the observed acceptance ratio is kept near to the desired (fixed or changing) acceptance ratio.
Getting started
Browse package contents
Package details |
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| Author | Nicholas Andre G. Johnson [aut], Liezel Tamon [aut], Xin Liu [aut], Aleksandr B. Sahakyan [aut, cre] |
| Maintainer | Aleksandr B. Sahakyan <sahakyanlab@cantab.net> |
| License | GPL (>= 3) |
| Version | 3.0.0 |
| URL | https://github.com/SahakyanLab/ROptimus |
| Package repository | View on CRAN |
| Installation |
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