RcppDE: Rcpp port of Differential Evolution

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The package provides global optimization by differential evolution.

It uses 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.


Dirk Eddelbuettel extending DEoptim by David Ardia, Katharine Mullen, Brian Peterson and Joshua Ulrich, which itself is based on DE-Engine by Rainer Storn.