New version of rgenoud

[Jasjeet Singh Sekhon]

We would like to announce the availability of a new version of our
R-GENetic Optimization Using Derivatives (RGENOUD) package.  The new
version is 1.20.

Source code along with LINUX, Windows, and MacOS binaries are
available on CRAN and at http://jsekhon.fas.harvard.edu/rgenoud/.


DESCRIPTION:
Package: rgenoud
Version: 1.20
Date: 2002-11-05
Title: R version of GENetic Optimization Using Derivatives
Author: Walter R. Mebane, Jr. <wrm1 at cornell.edu>,
 Jasjeet Singh Sekhon <jasjeet_sekhon at harvard.edu> 
Maintainer: Jasjeet Singh Sekhon <jasjeet_sekhon at harvard.edu>
Depends: R (>= 1.6.0)
Description: A genetic algorithm plus derivative optimizer
License: GPL version 2 or newer
URL: http://jsekhon.fas.harvard.edu/rgenoud/


GENOUD is a function that combines evolutionary algorithm methods with
a derivative-based, quasi-Newton method to solve difficult
unconstrained optimization problems.  GENOUD is made to solve problems
that are nonlinear or perhaps even discontinuous in the parameters of
the function to be optimized.  When a statistical model's estimating
function (for example, a log-likelihood) is nonlinear in the model's
parameters, the function to be optimized will usually not be globally
concave and may contain irregularities such as saddlepoints or
discontinuous jumps.  Optimization methods that rely on derivatives of
the objective function may be unable to find any optimum at all.
Multiple local optima may exist, so that there is no guarantee that a
derivative-based method will converge to the global optimum.  On the
other hand, algorithms that do not use derivative information (such as
pure GAs) are for many problems needlessly poor at local hill
climbing.  Most statistical problems are regular in the neighborhood
of the solution.  Therefore, for some portion of the search space
derivative information is useful.

CHANGES from v1.19:
1) A memory error related to long running processes using MemoryMatrix
has been corrected.
2) An erroneous warning which was issued when the number of parameters
was larger than 25 has been corrected.

For more information please visit
http://jsekhon.fas.harvard.edu/rgenoud/


We look forward to receiving questions, comments and suggestions.
Please send them to Jasjeet Sekhon <jasjeet_sekhon at harvard.edu>.

Walter R. Mebane, Jr. <wrm1 at cornell.edu>
Associate Professor, Cornell University
http://macht.arts.cornell.edu/wrm1
Voice: 607/255-3868  Fax:  607/255-4530

Jasjeet S. Sekhon <jasjeet_sekhon at harvard.edu>
Assistant Professor, Harvard University
http://jsekhon.fas.harvard.edu/
Voice: 617.496.2426 Fax: 617.496.5149

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