Continuous Global Optimization in R

Katharine M. Mullen

Journal of Statistical Software, 2014, vol. 060, issue i06

Abstract: This article surveys currently available implementations in R for continuous global optimization problems. A new R package globalOptTests is presented that provides a set of standard test problems for continuous global optimization based on C functions by Ali, Khompatraporn, and Zabinsky (2005). 48 of the objective functions contained in the package are used in empirical comparison of' R implementations in terms of the quality of the solutions found and speed.

Date: 2014-09-28
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:060:i06

DOI: 10.18637/jss.v060.i06

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