DEoptim implements the Differential Evolution algorithm for global optimization of a real-valued function of a real-valued parameter vector. The implementation of Differential Evolution in DEoptim interfaces with C code for efficiency. Moreover, the package is self-contained and does not depend on any other packages.

Please cite Mullen et al. (2011) in working papers and published papers that use DEoptim.

Papers discussing the package and its applications:

Mullen, K., Ardia, D., Gil, D., Windover, D., Cline, J. (2011).
DEoptim: An R package for global optimization by Differential Evolution.
Journal of Statistical Software, 40(6), 1-26.

Ardia, D., Boudt, K., Carl, P., Mullen, K., Peterson, B.G. (2010).
Differential Evolution with DEoptim: An application to non-convex portfolio optimization.
R Journal, 3(1), 27-34.