We would like to announce the availability on CRAN of a new package: R-GENetic Optimization Using Derivatives (RGENOUD). Although RGENOUD is new to CRAN, it has been used for a couple of years both by our research group and others. The current version is 1.19. DESCRIPTION: Package: rgenoud Version: 1.19 Date: 2002-10-19 Title: R version of GENetic Optimization Using Derivatives Author: Walter R. Mebane, Jr. <wrm1 at cornell.edu>, Jasjeet Singh Sekhon <jasjeet_sekhon at harvard.edu> Maintainer: Jasjeet Singh Sekhon <jasjeet_sekhon at harvard.edu> Depends: R (>= 1.4.1) Description: A genetic algorithm plus derivative optimizer License: GPL version 2 or newer URL: http://jsekhon.fas.harvard.edu/rgenoud/ INDEX: genoud GENetic Optimization Using Derivatives GENOUD is a function that combines evolutionary algorithm methods with a derivative-based, quasi-Newton method to solve difficult unconstrained optimization problems. GENOUD is made to solve problems that are nonlinear or perhaps even discontinuous in the parameters of the function to be optimized. When a statistical model's estimating function (for example, a log-likelihood) is nonlinear in the model's parameters, the function to be optimized will usually not be globally concave and may contain irregularities such as saddlepoints or discontinuous jumps. Optimization methods that rely on derivatives of the objective function may be unable to find any optimum at all. Multiple local optima may exist, so that there is no guarantee that a derivative-based method will converge to the global optimum. On the other hand, algorithms that do not use derivative information (such as pure GAs) are for many problems needlessly poor at local hill climbing. Most statistical problems are regular in the neighborhood of the solution. Therefore, for some portion of the search space derivative information is useful. For more information please visit http://jsekhon.fas.harvard.edu/rgenoud/ We look forward to receiving questions, comments and suggestions. Please send them to Jasjeet Sekhon <jasjeet_sekhon at harvard.edu>. Walter R. Mebane, Jr. <wrm1 at cornell.edu> Associate Professor, Cornell University http://macht.arts.cornell.edu/wrm1 Office: 607/255-3868 Fax: 607/255-4530 Jasjeet S. Sekhon <jasjeet_sekhon at harvard.edu> Assistant Professor, Harvard University http://jsekhon.fas.harvard.edu/ Office: 617.496.2426 Fax: 617.496.5149 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-announce mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-announce-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._