Global Optimization by Differential Evolution in C++

An efficient C++ based implementation of the 'DEoptim' function which performs global optimization by differential evolution. Its creation was motivated by trying to see if the old approximation "easier, shorter, faster: pick any two" could in fact be extended to achieving all three goals while moving the code from plain old C to modern C++. The initial version did in fact do so, but a good part of the gain was due to an implicit code review which eliminated a few inefficiencies which have since been eliminated in 'DEoptim'.

Tests Vignettes


Imports/Depends/LinkingTo/Enhances (3)
  • Rcpp
  • Rcpp
  • RcppArmadillo
  • Suggests (2)
  • inline
  • DEoptim
  • Version History