Dear All,
We are happy to announce the release of the new version of DEoptim
(version 2.0-0) which is now available from CRAN.
The DEoptim package [3] performs Differential Evolution (DE) minimization,
a genetic algorithm-based optimization technique [2,3]. This allows robust
minimization over a continuous (bounded or not) domain.
The new DEoptim function calls a C implementation of the DE algorithm
similar to the MS Visual C++ v5.0 implementation distributed with [2].
More details on DE optimization can be found on the DE homepage [1].
We believe that the DE approach may be applicable in many fields of
research and hope that the package DEoptim will be fruitful for many
researchers.
Kate Mullen and David Ardia
MODIFICATIONS
o The R-based implementation of Differential Evolution has been
replaced with a C-based implementation similar to the MS Visual C++
v5.0 implementation accompanying the book `Differential Evolution -
A Practical Approach to Global Optimization',downloaded from
http://www.icsi.berkeley.edu/~storn/DeWin.zip.
The new C implementation is significantly faster.
o The S3 method for plotting has been enhanced. It allows now to plot
the intermediate populations if provided.
o The package maintainer has been changed to Katharine Mullen,
<katharine.mullen at nist.gov>.
o A NAMESPACE has been added.
o Argument FUN for DEoptim is now called fn for compatibility with
optim.
o demo file has been removed
o CITATION file modified
REFERENCES
[1] Differential Evolution homepage:
http://www.icsi.berkeley.edu/~storn/code.html
[2] Price, K.V., Storn, R.M., Lampinen J.A. (2005). Differential Evolution
- A Practical Approach to Global Optimization. Springer-Verlag. ISBN
3540209506.
[3] Ardia, D., Mullen, K. (2009). DEoptim: Differential
Evolution Optimization in R. R package version 2.0-0. URL
http://CRAN.R-project.org/package=DEoptim
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