ROptimus: a parallel general purpose adaptive optimisation engine
A general-purpose optimisation engine that supports:
i) Monte Carlo optimisation with Metropolis criterion [Metropolis et al. (1953) doi:10.1063/1.1699114, Hastings (1970) doi:10.1093/biomet/57.1.97] and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) doi:10.1126/science.220.4598.671, Černý (1985) doi:10.1007/BF00940812] on multiple cores, and
ii) Acceptance Ratio Replica Exchange Monte Carlo Optimisation. In each case, the system pseudo-temperature is dynamically adjusted such that the observed acceptance ratio is kept near to the desired (fixed or changing) acceptance ratio.
Latest stable version is available in CRAN https://cran.r-project.org/web/packages/ROptimus/index.html