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.


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install.packages("RCEIM")

0.3 by Alberto Krone-Martins, 2 years ago


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


Authors: Alberto Krone-Martins


Documentation:   PDF Manual  


Task views: Optimization and Mathematical Programming


GPL (>= 2) license


Suggests parallel


Depended on by SPADAR.


See at CRAN