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Description

Global Optimization by Differential Evolution.

Implements the Differential Evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector as described in Mullen et al. (2011) <doi:10.18637/jss.v040.i06>.

DEoptim

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DEoptim (Ardia et al., 20xx) implements the Differential Evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector. The implementation of Differential Evolution in DEoptim interfaces with C code for efficiency.

The latest stable version of DEoptim is available at https://cran.r-project.org/package=DEoptim.

The latest development version of DEoptim is available at https://github.com/ArdiaD/DEoptim.

Please cite the package in publications!

By using DEoptim you agree to the following rules:

  1. You must cite Mullen et al. (2011) in working papers and published papers that use DEoptim.
  2. You must place the following URL in a footnote to help others find DEoptim: https://CRAN.R-project.org/package=DEoptim.
  3. You assume all risk for the use of DEoptim.

Mullen, K., 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.
https://doi.org//10.18637/jss.v040.i06

Other references

Ardia, D., Mullen, K., Peterson, B.G., Ulrich, J. (20xx).
DEoptim: Differential Evolution in R.
https://CRAN.R-project.org/package=DEoptim

Ardia, D., Boudt, K., Carl, P., Mullen, K., Peterson, B.G. (2010).
Differential Evolution with DEoptim: An application to non-convex portfolio optimization.
R Journal, 3(1), 27-34.
https://doi.org/10.32614/RJ-2011-005

Metadata

Version

2.2-8

License

Unknown

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