Genetic Optimization Using Derivatives: The rgenoud Package for R

genoud is an R function that combines evolutionary algorithm methods with a derivative-based (quasi-Newton) method to solve difficult optimization problems. genoud may also be used for optimization problems for which derivatives do not exist. genoud solves problems that are nonlinear or perhaps even...

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Bibliographic Details
Main Authors: Walter R. Mebane Jr., Jasjeet S. Sekhon
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2011-08-01
Series:Journal of Statistical Software
Subjects:
R
Online Access:http://www.jstatsoft.org/v42/i11/paper