CEGO: Combinatorial Efficient Global Optimization


CEGO is a package for the statistical computing language R, freely available from the distribution platform CRAN.

Overall, CEGO collects methods and algorithms that are part of or relevant to my ongoing PhD thesis which deals with surrogate model based combinatorial optimization. Thus, the package includes surrogate modeling techniques (e.g., Kriging / Gaussian Process Regression), optimization algorithms (e.g., a simple Genetic Algorithm Implementation), distance measures (e.g. for distance between sequences or permutations) as well as methods for dealing with potentially indefinite kernels/distances.