DEoptim
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.
DEoptim
.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.
https://doi.org//10.18637/jss.v040.i06
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.
https://doi.org/10.32614/RJ-2011-005