General-purpose optimisation with the Self-Organising Migrating
Algorithm
Description
This package provides an R implementation of the
Self-Organising Migrating Algorithm, a general-purpose,
stochastic optimisation algorithm. The approach is similar to
that of genetic algorithms, although it is based on the idea of
a series of ``migrations'' by a fixed set of individuals,
rather than the development of successive generations. It can
be applied to any cost-minimisation problem with a bounded
parameter space, and is robust to local minima.