An R package implementing the Subplex optimization algorithm
subplex solves unconstrained optimization problems using a simplex method on subspaces. The method is well suited for optimizing objective functions that are noisy or are discontinuous at the solution. The subplex algorithm is due to Tom Rowan, Oak Ridge National Laboratories.
Binary install
install.packages("subplex",repos="http://kingaa.github.io/")
Source install
library(devtools)
install_github("kingaa/subplex")
