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 <zhou...@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 <szehn...@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 >> >> >> _______________________________________________ >> Rcpp-devel mailing list >> Rcpp-devel@lists.r-forge.r-project.org >> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel > _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
