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.
By using DEoptim
you agree to the following rules:
DEoptim
.DEoptim
: https://CRAN.R-project.org/package=DEoptim.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
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