DEoptimR

Differential Evolution Optimization in Pure R

Last update: 7 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.0-12, 1.0-13, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5, 1.0-6, 1.0-8, 1.0-9, 1.0-10, 1.0-11, 1.0-14, 1.1-0, 1.1-1, 1.1-2, 1.1-3

Source code repository: https://github.com/cran/DEoptimR

Description

Differential Evolution (DE) stochastic heuristic algorithms for global optimization of problems with and without general constraints. The aim is to curate a collection of its variants that (1) do not sacrifice simplicity of design, (2) are essentially tuning-free, and (3) can be efficiently implemented directly in the R language. Currently, it provides implementations of the algorithms 'jDE' by Brest et al. (2006) <doi:10.1109/TEVC.2006.872133> for single-objective optimization and 'NCDE' by Qu et al. (2012) <doi:10.1109/TEVC.2011.2161873> for multimodal optimization (single-objective problems with multiple solutions).

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