The R Journal: article published in 2011, volume 3:1

Differential Evolution with DEoptim PDF download
David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen and Brian G. Peterson , The R Journal (2011) 3:1, pages 27-34.

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.

CRAN packages: DEoptim, PortfolioAnalytics, quantmod, PerformanceAnalytics
CRAN Task Views implied by cited CRAN packages: Finance, Optimization

  author = {David Ardia and Kris Boudt and Peter Carl and Katharine M.
          Mullen and Brian G. Peterson},
  title = {{Differential Evolution with DEoptim}},
  year = {2011},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2011-005},
  url = {},
  pages = {27--34},
  volume = {3},
  number = {1}