[R] Implementation of the "Shuffled Complex Evolution" (SCE-UA) Algorithm

Simon Seibert simon.seibert at mytum.de
Tue Nov 10 17:29:24 CET 2009


Good evening list,
I'm looking for an R implementation of the "Shuffled Complex
Evolution” (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
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


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