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