[R-pkgs] New package for general-purpose global optimisation: "soma"
jon.clayden at gmail.com
Thu Dec 16 11:44:31 CET 2010
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
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 ).
The "soma" package is now on the main CRAN site , and is finding
its way onto the mirrors.
All the best,
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