DEoptim
Global Optimization by Differential Evolution
Implements the Differential Evolution algorithm for global
optimization of a real-valued function of a real-valued parameter
vector as described in Mullen et al. (2011)
DEoptim
DEoptim (Ardia et al., 20xx) implements the Differential Evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector. The implementation of Differential Evolution in DEoptim interfaces with C
code for efficiency.
The latest stable version of DEoptim is available at https://cran.r-project.org/package=DEoptim.
The latest development version of DEoptim is available at https://github.com/ArdiaD/DEoptim.
Please cite the package in publications!
By using DEoptim you agree to the following rules:
- You must cite Mullen et al. (2011) in working papers and published papers that use
DEoptim. - You must place the following URL in a footnote to help others find
DEoptim: https://CRAN.R-project.org/package=DEoptim. - You assume all risk for the use of
DEoptim.
Mullen, K., Ardia, D., Gil, D., Windover, D., Cline, J. (2011).
DEoptim: An R package for global optimization by Differential Evolution.
Journal of Statistical Software, 40(6), 1-26.
https://doi.org//10.18637/jss.v040.i06
Other references
Ardia, D., Mullen, K., Peterson, B.G., Ulrich, J. (20xx).
DEoptim: Differential Evolution in R.
https://CRAN.R-project.org/package=DEoptim
Ardia, D., Boudt, K., Carl, P., Mullen, K., Peterson, B.G. (2010).
Differential Evolution with DEoptim: An application to non-convex portfolio optimization.
R Journal, 3(1), 27-34.
https://doi.org/10.32614/RJ-2011-005