neighbours: 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-optimisation applications, but can be used for
other models as well. Several recipes for neighbour
computations are taken from "Numerical Methods and
Optimization in Finance" by M. Gilli, D. Maringer and
E. Schumann (2019, ISBN:978-0128150658).
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