https://github.com/eddelbuettel/rcppde

Rcpp port of Differential Evolution
https://github.com/eddelbuettel/rcppde

Last synced: about 1 year ago
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Rcpp port of Differential Evolution

• Host: GitHub
• URL: https://github.com/eddelbuettel/rcppde
• Owner: eddelbuettel
• Created: 2013-12-12T03:12:14.000Z (over 12 years ago)
• Default Branch: master
• Last Pushed: 2025-03-18T00:51:10.000Z (over 1 year ago)
• Last Synced: 2025-04-02T08:44:37.931Z (about 1 year ago)
• Language: C++
• Size: 979 KB
• Stars: 14
• Watchers: 6
• Forks: 11
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • Changelog: ChangeLog

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README

          

## RcppDE: Rcpp port of Differential Evolution

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### About

The package provides global optimization by differential evolution.

It uses 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.

## Author

Dirk Eddelbuettel extending DEoptim by David Ardia, Katharine Mullen, Brian

Peterson and Joshua Ulrich, which itself is based on DE-Engine by Rainer

Storn.