Simon Seibert
2009-Nov-10 16:29 UTC
[R] Implementation of the "Shuffled Complex Evolution" (SCE-UA) Algorithm
Good evening list, I'm looking for an R implementation of the "Shuffled Complex Evolution??? (SCE-UA) algorithm after Duan et al. (1993). Does anybody know if there is an extension/ package existing that contains it? Thanks very much for your help! Cheers, Simon Duan QY, Gupta KV, Sorooshian S (1993) Shuffled Complex Evolution Approach for Effective and Efficient Global Minimization. In Jour. of optimization theorie and applications. Vol 76, 3, 501-521
Hans W Borchers
2009-Nov-11 16:34 UTC
[R] Implementation of the "Shuffled Complex Evolution" (SCE-UA) Algorithm
Simon Seibert <simon.seibert <at> mytum.de> writes:> > Good evening list, > I'm looking for an R implementation of the "Shuffled Complex > Evolution??? (SCE-UA) algorithm after Duan et al. (1993). Does anybody > know if there is an extension/ package existing that contains it? > Thanks very much for your help! Cheers, SimonI am looking into stochastic global optimization routines, such as variants of genetic algorithms (GA), particle swarm optimization (PSO), and shuffled complex (SCE) or differential evolution (DE). At the moment I am testing a free Matlab implementation of SCE-UA. If that turns out to be interesting and effective, I will translate it into an R function, maybe within the next few weeks -- except, of course, someone else is going to do an implementation of a similar procedure. Right now I am not totally convinced. Maybe you try your problem with other approaches available in R (see e.g. the Optimization task view). Regards Hans Werner> Duan QY, Gupta KV, Sorooshian S (1993) Shuffled Complex Evolution > Approach for Effective and Efficient Global Minimization. In Jour. of > optimization theorie and applications. Vol 76, 3, 501-521 >