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This introduction to the R package DEoptim is an abreviated version of the manuscript Mullen et al. (2011), published in the Journal of Statistical Software. DEoptim implements the Differential Evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector. The implementation of Differential Evolution in DEoptim… (More)

The R package DEoptim implements the Differential Evolution algorithm. This algorithm is an evolutionary technique similar to classic genetic algorithms that is useful for the solution of global optimization problems. In this note we provide an introduction to the package and demonstrate its utility for financial applications by solving a non-convex… (More)

This vignette evaluates the performance of DEoptim on a high-dimensional portfolio problem. The setup is the same as in the R Journal article ?; namely minimizing the portfolio CVaR under an upper bound constraint on the percentage CVaR contributions. Because the resulting optimization model is a non-convex programming problem with multiple local optima,… (More)

- Brock LaMeres, Todd Kaiser, Eric Gowens, Todd Buerkle, Jeff Price, Kevin Helsley +2 others
- 2010

— A position sensitive radiation sensor was modeled, developed and fabricated then interfaced with a field programmable gate array (FPGA) to create a radiation hardened computing platform. The system exploits environmental information from the sensor in order to determine regions within the FPGA that may have been affected by radiation. The spatial… (More)

The benefits of virtualized IT environments, such as compute clouds, have drawn interested enterprises to migrate their applications onto new platforms to gain the advantages of reduced hardware and energy costs, increased flexibility and deployment speed, and reduced management complexity. However, the process of migrating a complex application takes a… (More)

Recognizing naturally occurring objects has been a difficult task in computer vision. One of the keys to recognizing objects is the development of a suitable model. One type of model, the frat-tal, has been used successfully to model complex Fractals have also been used in computer vision , although not as widely, to model and recognize natural scenes [5,… (More)

This paper describes the results of a feasibility study which focused on deriving semantic networks from descriptive texts using controlled language. The KANT system 3, 6] was used to analyze input paragraphs, producing sentence-level interlingua representations. The in-terlinguas were merged to construct a paragraph-level representation, which was used to… (More)

Increasingly organizations are considering moving their workloads to clouds to take advantage of the anticipated benefits of a more cost effective and agile IT infrastructure. A key component of a cloud service, as it is exposed to the consumer, is the published selection of instance resource configurations (CPU, memory, and disk). The number of instance… (More)

- BRIAN PETERSON
- 2010

In this paper we are concerned with a question that has already been answered, involving Fibonacci-type sequences and their characteristic numbers. We are only interested in primitive sequences iconsecutive pairs of terms have no common factors) and for these sequences we ask: What numbers can be the characteristic of a sequence, and given such a number,… (More)

Description This package provides the DEoptim function which performs global optimization by differential evolution. Description Performs evolutionary global optimization via the Differential Evolution algorithm.