Continuous Global Optimization in R

oleh: Katharine M. Mullen

Format: Article
Diterbitkan: Foundation for Open Access Statistics 2014-09-01

Deskripsi

This article surveys currently available implementations in R for continuous global optimization problems. A new R package globalOptTests is presented that provides a set of standard test problems for continuous global optimization based on C functions by Ali, Khompatraporn, and Zabinsky (2005). 48 of the objective functions contained in the package are used in empirical comparison of 18 R implementations in terms of the quality of the solutions found and speed.