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.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Nash, John C.: Nonlinear parameter optimization using R tools (2014)
- Eddelbuettel, Dirk: Seamless R and C++ integration with Rcpp (2013)