Dear all, I'm pleased to announce the release of an R implementation of the Self-Organising Migrating Algorithm (SOMA), a general-purpose, stochastic optimisation algorithm. The approach is similar to that of genetic algorithms, although it is based on the idea of a series of "migrations" by a fixed set of individuals, rather than the development of successive generations. It can be applied to any cost-minimisation problem with a bounded parameter space, and is robust to local minima. The algorithm was originally developed by Ivan Zelinka [1].
I have found the algorithm useful in applications, and I hope others will too. Testing suggests that for some problems SOMA substantially outperforms comparable methods available for R, such as Differential Evolution (the "DEoptim" package [2]). The "soma" package is now on the main CRAN site [3], and is finding its way onto the mirrors. All the best, Jon -- [1] http://www.ft.utb.cz/people/zelinka/soma/ [2] http://cran.r-project.org/web/packages/DEoptim/index.html [3] http://cran.r-project.org/web/packages/soma/index.html _______________________________________________ R-packages mailing list r-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
