RcppDE v0.1.6

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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'.

RcppDE

Rcpp port of Differential Evolution

The package provides global optimization by differential evolution.

It uses 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 and Joshua Ulrich, which itself is based on DE-Engine by Rainer Storn.

Functions in RcppDE

 Name Description DEoptim.control Control various aspects of the DEoptim implementation DEoptim-methods DEoptim-methods DEoptim Differential Evolution Optimization No Results!