RcppDE: Global optimization by differential evolution in C++

This package provides an efficient C++ based implementation of the DEoptim function which performs global optimization by differential evolution. Its creation was motivated by trying to see if the old approximation "easier, shorter, faster: pick any two" could in fact be extended to achieving all three goals while moving the code from plain old C to modern C++. The initial version did in fact do so, but a good part of the gain was due to an implicit code review which eliminated a few inefficiencies which have since been eliminated in DEoptim.

AuthorDirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
Date of publicationNone
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.1.1

View on R-Forge

Files

scripts
scripts/check.r scripts/benchmark.r scripts/bigBenchmark.r scripts/profile.r scripts/compBenchmark.r
R
R/methods.R R/zzz.R R/DEoptim.R
NAMESPACE
COPYRIGHTS
tests
tests/compTest.R
inst
inst/doc
inst/doc/jsslogo.jpg
inst/doc/RcppDE.Rnw
inst/doc/RcppDE.bib
inst/doc/RcppDE.pdf
inst/DEoptim-docs
inst/DEoptim-docs/THANKS
inst/DEoptim-docs/CHANGES
inst/DEoptim-docs/README
inst/DEoptim-docs/NEWS
DESCRIPTION
ChangeLog
man
man/DEoptim-methods.Rd man/DEoptim.control.Rd man/DEoptim.Rd
benchmark.txt
src
src/Makevars
src/devol.cpp
src/permute.cpp
src/evaluate.h
src/deoptim.cpp
cleanup
demo
demo/SmallBenchmark.R demo/environment.R
demo/00Index
demo/CompiledBenchmark.R demo/LargeBenchmark.R demo/DEoptim.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.