Regarding interior point methods, you can find a list of relevant packages in the Optimization and Mathematical Programming Task View at http://mirrors.ibiblio.org/pub/mirrors/CRAN/web/views/Optimization.html. But it doesn't look like there is anything like an interface to a comprehensive interior point method program. Linking to ipopt might be a worthwhile investment of someone's time...
Ian Fiske David Scherrer-2 wrote: > > Dear all, > > I'm wondering if there are some ongoing projects for interior point > methods > in R (e.g. linking ipopt from Coin written in C++ to R) and for automatic > differentiation in R (e.g. linking openAD available in C++ and Fortran) ? > > Many thanks, > David > > [[alternative HTML version deleted]] > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > > -- View this message in context: http://www.nabble.com/interior-point-methods%2C-automatic-differentiation-in-R-tp22087073p22093775.html Sent from the R devel mailing list archive at Nabble.com. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
