[Rcpp-devel] Numerical Optimization in C++

[Simon Zehnder]

Hi fellows,

I am using the RcppArmadillo package and I need in C++ some optimization methods. Before I used always the Scythe Statistical Library which had both: linear algebra and optimization methods. Armadillo has only linear algebra support. 

Now my question: What numerical optimization libraries in C++ do you use, when working with RcppArmadillo? It should be fast! 


Best

Simon