Subplex Optimization Algorithm
Fortran C++ R C Makefile
Switch branches/tags
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
R
inst
man
src
tests
.Rbuildignore
.travis.yml
DESCRIPTION
LICENSE.md
NAMESPACE
README.md
TODO.md

README.md

subplex

Build Status codecov Development Release CRAN Status CRAN RStudio mirror downloads

An R package implementing the Subplex optimization algorithm

subplex solves unconstrained optimization problems using a simplex method on subspaces. The method is well suited for optimizing objective functions that are noisy or are discontinuous at the solution. The subplex algorithm is due to Tom Rowan, ORNL.

Binary install

install.packages("subplex",repos="http://kingaa.github.io/")

Source install

library(devtools)  
install_github("kingaa/subplex")

Package manual

Download it here.