https://github.com/ardiad/deoptim

Differential evolution in R
https://github.com/ardiad/deoptim

differential-evolution evolutionary-algorithm global-optimization optimization

Last synced: 2 months ago
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Differential evolution in R

• Host: GitHub
• URL: https://github.com/ardiad/deoptim
• Owner: ArdiaD
• Created: 2017-01-01T20:26:42.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2022-11-09T16:59:04.000Z (over 2 years ago)
• Last Synced: 2025-04-15T00:04:41.166Z (2 months ago)
• Topics: differential-evolution, evolutionary-algorithm, global-optimization, optimization
• Language: C
• Homepage:
• Size: 3.82 MB
• Stars: 29
• Watchers: 9
• Forks: 16
• Open Issues: 3
• Metadata Files:
  • Readme: README.md

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README

        
# DEoptim

[![CRAN](https://www.r-pkg.org/badges/version/DEoptim)](https://cran.r-project.org/package=DEoptim)

[![Downloads](https://cranlogs.r-pkg.org/badges/DEoptim?color=brightgreen)](https://www.r-pkg.org/pkg/DEoptim)

[![Downloads](https://cranlogs.r-pkg.org/badges/grand-total/DEoptim?color=brightgreen)](https://www.r-pkg.org/pkg/DEoptim)

`DEoptim` ([Ardia et al., 20xx](https://CRAN.R-project.org/package=DEoptim)) 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](https://cran.r-project.org/package=DEoptim).

The latest development version of `DEoptim` is available at [https://github.com/ArdiaD/DEoptim](https://github.com/ArdiaD/DEoptim).

## Please cite the package in publications!

By using `DEoptim` you agree to the following rules: 

1) You must cite [Mullen et al. (2011)](https://doi.org//10.18637/jss.v040.i06) in working papers and published papers that use `DEoptim`.

2) You must place the following URL in a footnote to help others find `DEoptim`: [https://CRAN.R-project.org/package=DEoptim](https://CRAN.R-project.org/package=DEoptim). 

3) You assume all risk for the use of `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](https://doi.org//10.18637/jss.v040.i06)

## Other references

Ardia, D., Mullen, K., Peterson, B.G., Ulrich, J. (20xx).  

_DEoptim: Differential Evolution in R_.  

[https://CRAN.R-project.org/package=DEoptim](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](https://doi.org/10.32614/RJ-2011-005)