Work

DEoptim : An R Package for Global Optimization by Differential Evolution

Year: 2011

Type: article

Abstract: This article describes the R package DEoptim, which 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 utility of the package is illustrated by case studies in fitting a Parratt model for X-ray reflectometry data and a Markov-switching generalized autoregressive conditional heteroskedasticity model for the returns of the Swiss Market Index.

Source: Journal of Statistical Software

DOI: 10.18637/jss.v040.i06

Authors: Katharine Mullen, David Ardia, David Gil, Donald Windover, James Cline

Language: English

Topic: Metaheuristic Optimization Algorithms Research

Subfield: Artificial Intelligence

Field: Computer Science

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W2099929014

FWCI: 16.19

Cites: 29

Cited by: 736

Related to: 10