The package supports the following eight optimization packages for finding the optimal values of the model's free parameters (default: global = "NLOPT_GN_MLSL", local = "NLOPT_LN_BOBYQA").
algorithm [Character]
L-BFGS-B (from stats::optim)
Simulated Annealing (GenSA::GenSA)
Genetic Algorithm (GA::ga)
Differential Evolution (DEoptim::DEoptim)
Bayesian Optimization (mlrMBO::mbo)
Particle Swarm Optimization (pso::psoptim)
Covariance Matrix Adapting Evolutionary Strategy (cmaes::cma_es)
Nonlinear Optimization (nloptr::nloptr)
# supported algorithms
control = list(
algorithm = c(
"L-BFGS-B", "GenSA", "GA", "DEoptim",
"Bayesian", "PSO", "CMA-ES", "NLOPT_GN_MLSL"
)
)