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'.


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.

Dirk Eddelbuettel extending DEoptim by David Ardia, Katharine Mullen, Brian Peterson and Joshua Ulrich, which itself is based on DE-Engine by Rainer Storn.

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Reference manual

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install.packages("RcppDE")

0.1.5 by Dirk Eddelbuettel, 6 months ago


Browse source code at https://github.com/cran/RcppDE


Authors: Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license


Imports Rcpp

Suggests inline, DEoptim, lattice

Linking to Rcpp, RcppArmadillo


See at CRAN