A genetic algorithm plus derivative optimizer.
Walter R. Mebane, Jr. and Jasjeet S. Sekhon
Genoud is a function that combines evolutionary search algorithms with derivative-based (Newton or quasi-Newton) methods to solve difficult optimization problems. Genoud may also be used for optimization problems for which derivatives do not exist.
A version is on CRAN. The latest development version can be installed directly from Github using devtools.
if (!require("devtools")) install.packages("devtools")devtools::install_github("JasjeetSekhon/rgenoud")
The package contains compiled code, and you must have a development
environment to install the development version. (Use
devtools::has_devel() to check whether you do.) If no development
environment exists, Windows users download and install
Rtools and macOS
users download and install