ROptimus: A Parallel General-Purpose Adaptive Optimisation Engine

A general-purpose optimisation engine that supports i) Monte Carlo optimisation with Metropolis criterion [Metropolis et al. (1953) <doi:10.1063/1.1699114>, Hastings (1970) <doi:10.1093/biomet/57.1.97>] and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) <doi:10.1126/science.220.4598.671>, Černý (1985) <doi:10.1007/BF00940812>] on multiple cores, and ii) Acceptance Ratio Replica Exchange Monte Carlo Optimisation. In each case, the system pseudo-temperature is dynamically adjusted such that the observed acceptance ratio is kept near to the desired (fixed or changing) acceptance ratio.

Version: 3.0.0
Depends: R (≥ 3.1.0)
Imports: doParallel (≥ 1.0.11), foreach (≥ 1.4.4), iterators (≥ 1.0.9), parallel (≥ 3.4.2)
Published: 2023-01-10
DOI: 10.32614/CRAN.package.ROptimus
Author: Nicholas Andre G. Johnson [aut], Liezel Tamon [aut], Xin Liu [aut], Aleksandr B. Sahakyan [aut, cre]
Maintainer: Aleksandr B. Sahakyan <sahakyanlab at cantab.net>
License: GPL (≥ 3)
URL: https://github.com/SahakyanLab/ROptimus
NeedsCompilation: no
CRAN checks: ROptimus results

Documentation:

Reference manual: ROptimus.pdf

Downloads:

Package source: ROptimus_3.0.0.tar.gz
Windows binaries: r-devel: ROptimus_3.0.0.zip, r-release: ROptimus_3.0.0.zip, r-oldrel: ROptimus_3.0.0.zip
macOS binaries: r-release (arm64): ROptimus_3.0.0.tgz, r-oldrel (arm64): ROptimus_3.0.0.tgz, r-release (x86_64): ROptimus_3.0.0.tgz, r-oldrel (x86_64): ROptimus_3.0.0.tgz

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