Generalized Simulated Annealing

Performs search for global minimum of a very complex non-linear objective function with a very large number of optima.


News

2018-01-15: Sylvain Gubian [email protected] * Version: 1.1.7 * src/.cpp,.h: Fixed named vector transmission from C++ to R context * src/.cpp,.h: Expose internal seeding of the RG * R/GenSA.R: Fixed trace.mat and trace.fn options * src/.cpp,.h: Ensure package is following C++98 standard for Solaris as requested by Brian Ripley

2016-02-09: Sylvain Gubian [email protected] * Version: 1.1.6 * R/GenSA.R: Add trace.mat option in control list * src/Engine.cpp: Fix memory leak in smooth search function

2015-03-31: Sylvain Gubian [email protected] * Version: 1.1.5 * R/GenSA.R: Specify package name in .Call calls and put function name in quotes

2014-01-13: Sylvain Gubian [email protected] * Version: 1.1.4 * inst/CITATION: Adjust publication date of the article

2012-12-10: Sylvain Gubian [email protected] * Version: 1.1.3 * R/GenSA.R: Fix max.call according reviewer suggestion * R/GenSA.R: Replace temp by temperature according reviewer suggestion, add trace.fn argument * man/GenSA.Rd: Replace temp by temperature according reviewer suggestion, add simple.function control param, trace.fn

2012-11-07: Sylvain Gubian [email protected] * Version: 1.1.2 * src/Engine.cpp: Fixing starting point generation * src/Engine.cpp: Fixing warnings on windows

2012-10-11: Sylvain Gubian [email protected] * Version: 1.1.1 * src/Makevars: Fixing windows compilation issue

2012-10-09: Sylvain Gubian [email protected] * Version: 1.1.0 * src/Engine.cpp: Re-annealing feature * src/Engine.h: Re-annealing feature * src/Utils.cpp: Remove calls to non public R API * src/Utils.cpp: Remove calls to non public R API * R/GenSA.R: Adjust the arguments order to be the same as optim * man/GenSA.Rd: Adjust the arguments order to be the same as optim

2012-02-23: Sylvain Gubian [email protected] * Version: 1.0.3 * src/Engine.cpp: Reduce memory usage by removing unused matrix * src/Engine.cpp: Fix memory allocation for ls routine

2011-12-13 Sylvain Gubian [email protected] * Version: 1.0.2 * man/GenSA.Rd: Fix truncated line in the help.

2011-11-28 Sylvain Gubian [email protected] * Version: 1.0.1 * src/Caller.cpp: Fix compilation issue with std::vector * src/Utils.cpp: Fix compilation issue with ddMod function * src/Engine.cpp: Fix compilation warning

2011-11-25 Sylvain Gubian [email protected] * Version: 1.0.0 * src/Caller.cpp: New file for wrapping the engine to R * src/Caller.h: New file for wrapping the engine to R * src/Engine.cpp: New C++ faster implementation * src/Engine.h: New C++ faster implementation * src/Utils.cpp: New file for util functions * src/Utils.h: New file for util functions * src/Tracer.cpp: New file for recording algorithm behavior * src/Tracer.h: New file for recording algorithm behavior

2011-05-12 Sylvain Gubian [email protected] * NEWS: add NEWS file for tracking changes. * inst/CITATION: fix title of the package * DESCRIPTION: add Depends field

Reference manual

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install.packages("GenSA")

1.1.7 by Sylvain Gubian, 4 years ago


Browse source code at https://github.com/cran/GenSA


Authors: Sylvain Gubian , Yang Xiang , Brian Suomela , Julia Hoeng , PMP SA.


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL-2 license



Imported by ConsReg, MaxMC, TropFishR, basket, chillR, cops, crmPack, eulerr, gripp, hybridEnsemble, moko, netcom, nlrx, spatialrisk.

Depended on by corHMM, hisse.

Suggested by MSCMT, PortfolioAnalytics, RandomFields, bbotk, cxr, mlr, mlr3pipelines, mlr3tuning, sigminer.


See at CRAN