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.


Reference manual

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0.3 by Alberto Krone-Martins, 5 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

Imported by RandomCoefficients.

Depended on by SPADAR.

See at CRAN