RcppDE (Q22571)
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Global Optimization by Differential Evolution in C++
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | RcppDE |
Global Optimization by Differential Evolution in C++ |
Statements
expanded from: GPL (≥ 2) (English)
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11 March 2026
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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'.
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David Ardia
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Katharine Mullen
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Brian Peterson
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Joshua Ulrich
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Rainer Storn
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Identifiers
10 January 2023
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