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RCEIM: R Cross Entropy Inspired Method for Optimization

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

Documentation:

Reference manual: RCEIM.pdf

Downloads:

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 dependencies:

Reverse depends: SPADAR

Linking:

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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.