RcppDE: Global optimization by differential evolution in C++

This package provides 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.

Version: 0.1.2
Depends: Rcpp, RcppArmadillo (≥ 0.2.8)
LinkingTo: Rcpp, RcppArmadillo
Suggests: inline, DEoptim, lattice
Published: 2013-12-12
Author: Dirk Eddelbuettel extending DEoptim (by David Ardia, Katharine Mullen, Brian Peterson, Joshua Ulrich) which itself is based on DE-Engine (by Rainer Storn)
Maintainer: Dirk Eddelbuettel <edd at debian.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README ChangeLog
In views: Optimization
CRAN checks: RcppDE results

Downloads:

Reference manual: RcppDE.pdf
Vignettes: From DEoptim to RcppDE: A case study in porting from C %to C++ using Rcpp and RcppArmadillo}
Package source: RcppDE_0.1.2.tar.gz
MacOS X binary: RcppDE_0.1.2.tgz
Windows binary: RcppDE_0.1.2.zip
Old sources: RcppDE archive