RcppDE: Global Optimization by Differential Evolution in C++

An efficient C++ based implementation of the 'DEoptim' function which performs global optimization by differential evolution. Its creation was motivated by trying to see if the old approximation "easier, shorter, faster: pick any two" could in fact be extended to achieving all three goals while moving the code from plain old C to modern C++. The initial version did in fact do so, but a good part of the gain was due to an implicit code review which eliminated a few inefficiencies which have since been eliminated in 'DEoptim'.

Version: 0.1.4
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: inline, DEoptim, lattice
Published: 2015-09-05
Author: Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
Maintainer: Dirk Eddelbuettel <edd at debian.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README ChangeLog
In views: Optimization
CRAN checks: RcppDE results


Reference manual: RcppDE.pdf
Vignettes: From DEoptim to RcppDE: A case study in porting from C to C++ using Rcpp and RcppArmadillo
Package source: RcppDE_0.1.4.tar.gz
Windows binaries: r-devel: RcppDE_0.1.4.zip, r-release: RcppDE_0.1.4.zip, r-oldrel: RcppDE_0.1.4.zip
OS X Snow Leopard binaries: r-release: RcppDE_0.1.4.tgz, r-oldrel: RcppDE_0.1.2.tgz
OS X Mavericks binaries: r-release: RcppDE_0.1.4.tgz
Old sources: RcppDE archive