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 the package in publications!
DEoptim you agree to the following rules:
- You must cite Mullen et al. (2011) in working papers and published papers that use
- You must place the following URL in a footnote to help others find
- You assume all risk for the use of
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), 1-26.
Ardia, D., Mullen, K., Peterson, B.G., Ulrich, J. (20xx).
DEoptim: Differential Evolution in R.
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), 27-34.