Simon Seibert <simon.seibert <at> mytum.de> writes: > > Good evening list, > I'm looking for an R implementation of the "Shuffled Complex > Evolutionâ (SCE-UA) algorithm after Duan et al. (1993). Does anybody > know if there is an extension/ package existing that contains it? > Thanks very much for your help! Cheers, Simon
I am looking into stochastic global optimization routines, such as variants of genetic algorithms (GA), particle swarm optimization (PSO), and shuffled complex (SCE) or differential evolution (DE). At the moment I am testing a free Matlab implementation of SCE-UA. If that turns out to be interesting and effective, I will translate it into an R function, maybe within the next few weeks -- except, of course, someone else is going to do an implementation of a similar procedure. Right now I am not totally convinced. Maybe you try your problem with other approaches available in R (see e.g. the Optimization task view). Regards Hans Werner > Duan QY, Gupta KV, Sorooshian S (1993) Shuffled Complex Evolution > Approach for Effective and Efficient Global Minimization. In Jour. of > optimization theorie and applications. Vol 76, 3, 501-521 > ______________________________________________ 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.