[R-pkgs] New package for general-purpose global optimisation: "soma"

From: Jon Clayden <jon.clayden_at_gmail.com>
Date: Thu, 16 Dec 2010 10:44:31 +0000


Dear all,

I'm pleased to announce the release of an R implementation of the Self-Organising Migrating Algorithm (SOMA), a general-purpose, stochastic optimisation algorithm. The approach is similar to that of genetic algorithms, although it is based on the idea of a series of "migrations" by a fixed set of individuals, rather than the development of successive generations. It can be applied to any cost-minimisation problem with a bounded parameter space, and is robust to local minima. The algorithm was originally developed by Ivan Zelinka [1].

I have found the algorithm useful in applications, and I hope others will too. Testing suggests that for some problems SOMA substantially outperforms comparable methods available for R, such as Differential Evolution (the "DEoptim" package [2]).

The "soma" package is now on the main CRAN site [3], and is finding its way onto the mirrors.

All the best,
Jon

--

[1] http://www.ft.utb.cz/people/zelinka/soma/
[2] http://cran.r-project.org/web/packages/DEoptim/index.html
[3] http://cran.r-project.org/web/packages/soma/index.html
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Received on Fri 17 Dec 2010 - 19:18:23 EST

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