RcppDE: Global optimization by differential evolution in C++
This package provides 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, RcppArmadillo (≥ 0.2.8)
||inline, DEoptim, lattice
||Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen,
Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
||Dirk Eddelbuettel <edd at debian.org>
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]