[Rcpp-devel] Numerical Optimization in C++

[Simon Zehnder]

Hi Yan,

do you know if one can also write a C++ objective function in NLOpt, that works with Armadillo Objects? 

Best

Simon

On Feb 3, 2013, at 12:50 PM, Yan Zhou <zhouyan at me.com> wrote:

> I good numerical optimization library I used before is NLOpt, for non-linear optimization. http://ab-initio.mit.edu/wiki/index.php/NLopt
> 
> You can use it just like and C/C++ library in your own code or you can use its own R interface as an R package.
> 
> Best,
> 
> Yan
> 
> On Feb 3, 2013, at 11:47 AM, Simon Zehnder <szehnder at uni-bonn.de> wrote:
> 
>> 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
>> 
>> 
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