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 portfolio optimization problem.

‎this paper presents an application of partial differential equations(pdes) for the segmentation of abdominal and thoracic aortic in cta datasets. an important challenge in reliably detecting aortic is the need to overcome problems associated with intensity inhomogeneities. level sets are part of an important class of methods that utilize partial differential equations (pdes) and have been exte...

semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollaries of ...

In this paper, a new version of multi-objective differential evolution with dynamically adaptable mutation factor is used for Pareto optimization of a 5-degree of freedom vehicle vibration model excited by non-stationary random road profile. In this way, non-dominated sorting algorithm and crowding distance criterion have been combined to differential evolution with fuzzified mutation in order ...

This paper proposes an effective multi-objective differential evolution algorithm (MDES) to solve a permutation flow shop scheduling problem (PFSSP) with modified Dejong's learning effect. The proposed algorithm combines the basic differential evolution (DE) with local search and borrows the selection operator from NSGA-II to improve the general performance.  First the problem is encoded with a...