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-devel (arm64): RCEIM_0.3.tgz, r-release (arm64): RCEIM_0.3.tgz, r-oldrel (arm64): RCEIM_0.3.tgz, r-devel (x86_64): 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 |
Please use the canonical form https://CRAN.R-project.org/package=RCEIM to link to this page.