https://github.com/sahakyanlab/roptimus
ROptimus: a parallel general purpose adaptive optimisation engine
https://github.com/sahakyanlab/roptimus
optimisation parallel r
Last synced: 3 months ago
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ROptimus: a parallel general purpose adaptive optimisation engine
- Host: GitHub
- URL: https://github.com/sahakyanlab/roptimus
- Owner: SahakyanLab
- License: gpl-3.0
- Created: 2018-07-10T11:09:01.000Z (almost 8 years ago)
- Default Branch: master
- Last Pushed: 2023-02-02T15:17:47.000Z (over 3 years ago)
- Last Synced: 2025-10-22T03:47:04.960Z (7 months ago)
- Topics: optimisation, parallel, r
- Language: R
- Homepage: https://github.com/SahakyanLab/ROptimus
- Size: 82.4 MB
- Stars: 4
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# ROptimus
ROptimus: a parallel general purpose adaptive optimisation engine
A general-purpose optimisation engine that supports:
i) Monte Carlo optimisation with Metropolis criterion [Metropolis et al. (1953) , Hastings (1970) ] and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) , Černý (1985) ]
on multiple cores, and
ii) Acceptance Ratio Replica Exchange Monte Carlo Optimisation. In each case, the system pseudo-temperature is dynamically adjusted such that the observed acceptance ratio is kept near to the desired (fixed or changing) acceptance ratio.
Latest stable version is available in CRAN https://cran.r-project.org/web/packages/ROptimus/index.html