[Rcpp-devel] Numerical Optimization in C++

[c s]

There is also MLPACK, which is a general machine learning package that
uses Armadillo:
http://mlpack.org/

(there is currently a small issue with using Armadillo 3.6.2, due a
bug in MLPACK, but earlier versions of Armadillo, such as 3.6.1, work
fine).


On Sun, Feb 3, 2013 at 9:50 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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