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 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
Implementation of the "Shuffled Complex Evolution" (SCE-UA) Algorithm
3 messages · Simon Seibert, Hans W Borchers, Felix Andrews
1 day later
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
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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