RcppDE: Global optimization by differential evolution in C++

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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.

Author
Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
Date of publication
None
Maintainer
Dirk Eddelbuettel <edd@debian.org>
License
GPL (>= 2)
Version
0.1.1

View on R-Forge

Man pages

DEoptim
Differential Evolution Optimization
DEoptim.control
Control various aspects of the DEoptim implementation
DEoptim-methods
DEoptim-methods

Files in this package

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