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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) <doi:10.18637/jss.v040.i06>.
Maintained by Katharine Mullen. Last updated 2 years ago.
differential-evolutionevolutionary-algorithmglobal-optimizationoptimization
29 stars 11.42 score 680 scripts 124 dependentseddelbuettel
RcppDE: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'.
Maintained by Dirk Eddelbuettel. Last updated 11 days ago.
14 stars 9.10 score 45 scripts 21 dependents