Neighbourhood Functions for Local-Search Algorithms
Neighbourhood functions are key components of local-search algorithms such as Simulated Annealing or Threshold Accepting. These functions take a solution and return a slightly-modified copy of it, i.e. a neighbour. The package provides a function neighbourfun() that constructs such neighbourhood functions, based on parameters such as admissible ranges for elements in a solution. Supported are numeric and logical solutions. The algorithms were originally created for portfolio-optimization applications, but can be used for other models as well. The package also provides helper functions for creating random initial solutions and for comparing solutions.
Version: 0.1-0 (2019-12-16)
To install the package from a running R session, type:
install.packages('neighbours', repos = c('http://enricoschumann.net/R', getOption('repos')))