[R] [R-pkgs] New package for general-purpose global optimisation: "soma"

[Jon Clayden]

Dear all,

I'm pleased to announce the release of an R implementation of the
Self-Organising Migrating Algorithm (SOMA), a general-purpose,
stochastic optimisation algorithm. The approach is similar to that of
genetic algorithms, although it is based on the idea of a series of
"migrations" by a fixed set of individuals, rather than the
development of successive generations. It can be applied to any
cost-minimisation problem with a bounded parameter space, and is
robust to local minima. The algorithm was originally developed by Ivan
Zelinka [1].

I have found the algorithm useful in applications, and I hope others
will too. Testing suggests that for some problems SOMA substantially
outperforms comparable methods available for R, such as Differential
Evolution (the "DEoptim" package [2]).

The "soma" package is now on the main CRAN site [3], and is finding
its way onto the mirrors.

All the best,
Jon

--
[1] http://www.ft.utb.cz/people/zelinka/soma/
[2] http://cran.r-project.org/web/packages/DEoptim/index.html
[3] http://cran.r-project.org/web/packages/soma/index.html

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