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DEoptim

swMATH ID: 8656
Software Authors: Mullen, Katharine M.; Ardia, David; Gil, David L.; Windover, Donald; Cline, James
Description: DEoptim: An R Package for Global Optimization by Differential Evolution. This article describes the R package DEoptim which implements the differential evolution algorithm for the global optimization of a real-valued function of a real-valued parameter vector. The implementation of differential evolution in DEoptim interfaces with C code for efficiency. The utility of the package is illustrated via case studies in fitting a Parratt model for X-ray reflectometry data and a Markov-Switching Generalized AutoRegressive Conditional Heteroskedasticity (MSGARCH) model for the returns of the Swiss Market Index.
Homepage: http://cran.r-project.org/web/packages/DEoptim/index.html
Source Code:  https://github.com/cran/DEoptim
Dependencies: R
Related Software: R; rgenoud; GA; CRAN Task Views; Rsolnp; ggplot2; CRAN; Rcpp; numDeriv; Rugarch; alabama; nloptr; UCI-ml; GenSA; MASS (R); RcppArmadillo; Rmalschains; pso; bbmle; optimx
Cited in: 55 Documents

Standard Articles

1 Publication describing the Software Year
DEoptim: An R Package for Global Optimization by Differential Evolution Link
Katharine Mullen; David Ardia; David Gil; Donald Windover; James Cline
2011
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Cited by 127 Authors

2 Briz-Redón, Álvaro
2 Cortez, Paulo César
2 Mateu, Jorge
2 Ouédraogo, Ouindllassida Jean-Etienne
2 Shakhatreh, Mohammed K.
2 Thongsook, Saranya
2 Wanke, Peter Fernandes
1 Aboukhamseen, Suja M.
1 Ardia, David
1 Augustyniak, Maciej
1 Azzalini, Adelchi
1 Baqer, Abrar A.
1 Belkacemi, Mohamed C.
1 Bergmann, Katharina
1 Bhat, K. Sham
1 Blostein, Martin
1 Borràs, Agnés
1 Boudt, Kris
1 Brezina, Ivan
1 Cano-Berlanga, Sebastián
1 Castelli, Christel
1 Castillo-Páez, Sergio
1 Catania, Leopoldo
1 Cengiz, Mehmet Ali
1 Challenor, Peter G.
1 Čičkova, Zuzana
1 Cordeiro, Gauss Moutinho
1 dalla Pellegrina, Lucia
1 Daures, Jean-Pierre
1 Dey, Sanku
1 Dünder, Emre
1 Eckert, Johanna
1 Eling, Martin
1 Fang, Zhide
1 Fernández-Casal, Rubén
1 Filho, Lourival M. Silva
1 Floquet, Sergio
1 Forstmann, Birte U.
1 Fournel, Pierre
1 Garnier, Simon
1 Gatzert, Nadine
1 Ghitany, Mohamed E.
1 Gil, Debora
1 Giménez-Gómez, José-Manuel
1 Giraldo, Jesús
1 Godin, Frédéric
1 Goodfellow, Marc
1 Graham, Jason M.
1 Gümüştekin, Serpil
1 Gupta, Ramesh Chandra
1 Hagemann, Dirk
1 Hamel, Emmanuel
1 Haran, Murali
1 He, Yunhao
1 Henningsen, Arne
1 Hernández Aguirre, Arturo
1 Herrera-Guzmán, Rafael
1 Holder, Stefan
1 Iftimi, Adina
1 Jevtić, Petar
1 Jha, Sanjeeva Kumar
1 Junod, Pascal
1 Kao, Albert B.
1 Katchekpele, Edoh
1 Keller, Klaus
1 Kleisinger-Yu, Xi
1 Komaric, Vlatka
1 Kpanzou, Tchilabalo Abozou
1 Kumar, Devendra
1 Larsson, Martin
1 Leippold, Markus
1 Leiva, Víctor
1 Lemonte, Artur José
1 Levantesi, Susanna
1 Lin, Hui-Yi
1 Luati, Alessandra
1 Luo, June
1 Marcoux, Mathieu
1 Mba, Jules Clement
1 Melo, Alison M. V. D. L.
1 Menzietti, Massimiliano
1 Miletić, Steven
1 Miljkovic, Tatjana
1 Mohammadi, Hossein
1 Murat, Naci
1 Mwambetania Mwambi, Sutene
1 Nash, John Christopher
1 Oeuvray, R.
1 Ozan Evkaya, O.
1 Pekar, Juraj
1 Qin, Chengwei
1 Regez, Markus
1 Remita, Mohamed Riad
1 Roche, David
1 Romero-García, Carolina
1 Rufibach, Kaspar
1 Russell, Thomas M.
1 Sabo, Miroslav
1 Salehi, Mahdi
1 Santos, Matheus C.
...and 27 more Authors
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Cited in 41 Serials

3 Insurance Mathematics & Economics
3 Communications in Statistics. Simulation and Computation
2 Biometrical Journal
2 Journal of Econometrics
2 Journal of Mathematical Psychology
2 Communications in Statistics. Theory and Methods
2 Computational Statistics and Data Analysis
2 Journal of Applied Statistics
2 ASTIN Bulletin
2 Use R!
1 Journal of Mathematical Biology
1 Physica A
1 Journal of Computational and Applied Mathematics
1 Kybernetika
1 Metron
1 Journal of Economic Dynamics & Control
1 Annals of Operations Research
1 Computational Statistics
1 European Journal of Operational Research
1 International Journal of Computer Mathematics
1 Computational Optimization and Applications
1 International Transactions in Operational Research
1 Mathematical Problems in Engineering
1 Soft Computing
1 Studies in Nonlinear Dynamics and Econometrics
1 CEJOR. Central European Journal of Operations Research
1 Quantitative Finance
1 Decisions in Economics and Finance
1 Statistical Modelling
1 Thailand Statistician
1 Lecture Notes in Economics and Mathematical Systems
1 Optimization Letters
1 SIAM Journal on Financial Mathematics
1 Afrika Statistika
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Sankhyā. Series A
1 Journal of Theoretical Biology
1 Universal Journal of Mathematics and Mathematical Sciences
1 SIAM/ASA Journal on Uncertainty Quantification
1 Stat
1 Trends in Computational and Applied Mathematics
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Cited in 10 Fields

35 Statistics (62-XX)
17 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
8 Operations research, mathematical programming (90-XX)
6 Probability theory and stochastic processes (60-XX)
3 Computer science (68-XX)
2 Numerical analysis (65-XX)
2 Biology and other natural sciences (92-XX)
1 Ordinary differential equations (34-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Geophysics (86-XX)

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