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

[Felix Andrews]

http://code.google.com/p/ihacres/source/browse/trunk/man/SCEoptim.Rd

http://code.google.com/p/ihacres/source/browse/trunk/R/sce.R
source("http://ihacres.googlecode.com/svn/trunk/R/sce.R")



2009/11/12 Hans W Borchers <hwborchers at googlemail.com>:
> 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
>>
>
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-- 
Felix Andrews / 安福立
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