soma: General-Purpose Optimisation with the Self-Organising Migrating
An R implementation of the Self-Organising Migrating Algorithm, 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.
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