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An implementation of a stochastic heuristic method for performing multidimensional function optimization. The method is inspired in the Cross-Entropy Method. It does not relies on derivatives, neither imposes particularly strong requirements into the function to be optimized. Additionally, it takes profit from multi-core processing to enable optimization of time-consuming functions.
| Version: | 0.3 |
| Suggests: | parallel |
| Published: | 2017-04-03 |
| DOI: | 10.32614/CRAN.package.RCEIM |
| Author: | Alberto Krone-Martins |
| Maintainer: | Alberto Krone-Martins <algol at sim.ul.pt> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| In views: | Optimization |
| CRAN checks: | RCEIM results |
| Reference manual: | RCEIM.pdf |
| Package source: | RCEIM_0.3.tar.gz |
| Windows binaries: | r-devel: RCEIM_0.3.zip, r-release: RCEIM_0.3.zip, r-oldrel: RCEIM_0.3.zip |
| macOS binaries: | r-release (arm64): RCEIM_0.3.tgz, r-oldrel (arm64): RCEIM_0.3.tgz, r-release (x86_64): RCEIM_0.3.tgz, r-oldrel (x86_64): RCEIM_0.3.tgz |
| Old sources: | RCEIM archive |
| Reverse depends: | SPADAR |
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