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

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Files

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

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

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