by Dirk Eddelbuettel

Monthly downloads



Date 2016-01-22
License GPL (>= 2)
LinkingTo Rcpp, RcppArmadillo
NeedsCompilation yes
Packaged 2016-01-22 11:48:31.437377 UTC; edd
Repository CRAN
Date/Publication 2016-01-22 14:28:12

Global Optimization by Differential Evolution in C++

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'.
Full Readme

Functions in RcppDE

Name Description
DEoptim-methods DEoptim-methods
DEoptim.control Control various aspects of the DEoptim implementation
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