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

[Hans W Borchers]

Simon Seibert <simon.seibert <at> mytum.de> writes:

> 
> 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

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
>