RCEIM: RCEIM - R Cross Entropy Inspired Method for Optimization

RCEIM is a package implementing 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 multicore processing to enable optimization of time-consuming functions.

Version: 0.2
Suggests: parallel
Published: 2014-09-01
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
CRAN checks: RCEIM results

Downloads:

Reference manual: RCEIM.pdf
Package source: RCEIM_0.2.tar.gz
Windows binaries: r-devel: RCEIM_0.2.zip, r-release: RCEIM_0.2.zip, r-oldrel: RCEIM_0.2.zip
OS X Snow Leopard binaries: r-release: RCEIM_0.2.tgz, r-oldrel: RCEIM_0.2.tgz
OS X Mavericks binaries: r-release: RCEIM_0.2.tgz
Old sources: RCEIM archive