parDEoptim: Parallelized Differential Evolution
In zachmayer/ZachDE: Parallel Differential Evolution

Description Usage Arguments Author(s) References See Also

Parallel Differential Evolution

1	parDEoptim(fn, lower, upper, n=1, control = DEoptim.control(), .packages = NULL, ...)

`fn`
`lower`
`upper`
`n`	Number of segments to split the optimization range into. Upper and lower define this range.
`control`
`.packages`
`...`

Zach Mayer zach.mayer@gmail.com

Differential Evolution homepage: URL http://www.icsi.berkeley.edu/~storn/code.html.

Ardia, D., Boudt, K., Carl, P., Mullen, K.M., Peterson, B.G. (2011) Differential Evolution with DEoptim. An Application to Non-Convex Portfolio Optimization. The R Journal, 3(1), 27-34. URL http://journal.r-project.org/2011-1/.

Ardia, D., Ospina Arango, J.D., Giraldo Gomez, N.D. (2011) Jump-Diffusion Calibration using Differential Evolution. Wilmott Magazine, 55 (September), 76-79. URL http://www.wilmott.com.

Mitchell, M. (1998) An Introduction to Genetic Algorithms. The MIT Press. ISBN 0262631857.

Mullen, K.M, Ardia, D., Gil, D., Windover, D., Cline, J. (2011). DEoptim: An R Package for Global Optimization by Differential Evolution. Journal of Statistical Software, 40(6), 1-26. URL http://www.jstatsoft.org/v40/i06/.

Price, K.V., Storn, R.M., Lampinen J.A. (2006) Differential Evolution - A Practical Approach to Global Optimization. Berlin Heidelberg: Springer-Verlag. ISBN 3540209506.

Storn, R. and Price, K. (1997) Differential Evolution – A Simple and Efficient Heuristic for Global Optimization over Continuous Spaces, Journal of Global Optimization, 11:4, 341–359.

DEoptim DEoptim.control DEoptim-methods

zachmayer/ZachDE documentation built on May 4, 2019, 9:01 p.m.