globalOptTests-package {globalOptTests} | R Documentation |
Objective functions for benchmarking the performance of continuous global optimization algorithms
Description
This package makes available 50 objective functions for benchmarking the performance of global optimization algorithms.
Details
The C
implementations were downloaded in a form that was modified from
the paper above, and modified further for incorporation into this
package from a site maintained by GAMS Development Corp. and GAMS
Software GmbH:
http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm.
Author(s)
Katharine Mullen katharine.mullen@stat.ucla.edu
References
Montaz Ali, M., Khompatraporn, C. and Zabinsky, Z. B. (2005), A Numerical Evaluation of Several Stochastic Algorithms on Selected Continuous Global Optimization Test Problems, Journal of Global Optimization, 31, 4, 635–672.
Mullen, K. M. (2014), Continuous Global Optimization in R, Journal of Statistical Software, 60, 6, 1–45, URL http://www.jstatsoft.org/v60/i06/.
http://www.gamsworld.org/performance/selconglobal/selcongloballib.htm
for the C
source.