The first fresh release of our RcppDE package in over four years (!!) is now on CRAN.
RcppDE is a “port” of DEoptim, a popular package for derivative-free optimisation using differential evolution optimization, from plain C to C++. By using RcppArmadillo the code becomes a lot shorter and more legible. Our other main contribution is to leverage some of the excellence we get for free from using Rcpp, in particular the ability to optimise user-supplied compiled objective functions which can make things a lot faster than repeatedly evaluating interpreted objective functions as DEoptim does (and which, in fairness, most other optimisers do too). The gains can be quite substantial.
This release brings two helpful patches from Max Coulter who spotted two distinct areas for improvement, based on how DEoptim how changed in recent years. I updated a number of aspects of continuous integration since the last release, and also streamlined and simplified the C++ interface (and in doing so also squashed a bug or two).
Courtesy of my CRANberries, there is also a diffstat report. More detailed information is on the RcppDE page, or the repository.
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This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.