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Neighbourhood functions are key components of local-search algorithms such as Simulated Annealing or Threshold Accepting. These functions take a solution and return a slightly-modified copy of it, i.e. a neighbour. The package provides a function neighbourfun() that constructs such neighbourhood functions, based on parameters such as admissible ranges for elements in a solution. Supported are numeric and logical solutions. The algorithms were originally created for portfolio-optimisation applications, but can be used for other models as well. Several recipes for neighbour computations are taken from "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).
Version: | 0.1-3 |
Depends: | R (≥ 3.3) |
Suggests: | NMOF, quadprog, tinytest |
Published: | 2023-09-21 |
DOI: | 10.32614/CRAN.package.neighbours |
Author: | Enrico Schumann [aut, cre] |
Maintainer: | Enrico Schumann <es at enricoschumann.net> |
License: | GPL-3 |
URL: | http://enricoschumann.net/R/packages/neighbours/ , https://sr.ht/~enricoschumann/neighbours/ , https://github.com/enricoschumann/neighbours |
NeedsCompilation: | no |
Materials: | README NEWS ChangeLog |
In views: | Optimization |
CRAN checks: | neighbours results |
Reference manual: | neighbours.pdf |
Vignettes: |
Neighbourhood functions |
Package source: | neighbours_0.1-3.tar.gz |
Windows binaries: | r-devel: neighbours_0.1-3.zip, r-release: neighbours_0.1-3.zip, r-oldrel: neighbours_0.1-3.zip |
macOS binaries: | r-release (arm64): neighbours_0.1-3.tgz, r-oldrel (arm64): neighbours_0.1-3.tgz, r-release (x86_64): neighbours_0.1-3.tgz, r-oldrel (x86_64): neighbours_0.1-3.tgz |
Old sources: | neighbours archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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