README.md

In SahakyanLab/Optimus: A Parallel General-Purpose Adaptive Optimisation Engine

ROptimus

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) , Hastings (1970) ] and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) , Černý (1985) ] 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.

Latest stable version is available in CRAN https://cran.r-project.org/web/packages/ROptimus/index.html

SahakyanLab/Optimus documentation built on Feb. 3, 2023, 12:34 a.m.