[Rcpp-devel] Numerical Optimization in C++

Simon Zehnder szehnder at uni-bonn.de
Sun Feb 3 12:47:49 CET 2013

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! 



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