Differential evolution in R

DEoptim (Ardia et al., 20xx) implements the Differential Evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector. The implementation of Differential Evolution in DEoptim interfaces with C code for efficiency. Moreover, the package is self-contained and does not depend on any other packages.

The latest stable version of DEoptim is available at 'https://cran.r-project.org/package=DEoptim'.

The latest development version of DEoptim is available at 'https://github.com/ArdiaD/DEoptim'.

Please cite DEoptim in publications:

Ardia, D., Mullen, K., Peterson, B.G., Ulrich, J. (20xx).
DEoptim: Differential Evolution in R.
R package

Ardia, D., Boudt, K., Carl, P., Mullen, K., Peterson, B.G. (2010).
Differential Evolution with DEoptim: An application to non-convex portfolio optimization.
R Journal 3(1), pp.27-34.
https://journal.r-project.org/archive/2011-1/

Mullen, K., Ardia, D., Gil, D., Windover, D., Cline, J. (2011).
DEoptim: An R package for global optimization by Differential Evolution.
Journal of Statistical Software 40(6), pp.1-26.
http://dx.doi.org/10.18637/jss.v040.i06