Perfect! That's adequate enough! 

Thanks!

Simon

On Feb 3, 2013, at 5:45 PM, Yan Zhou <zhou...@me.com> wrote:

> I believe the answer is no. But most Arma object provide memptr to get the 
> raw pointer which you can pass through nlopt interface. Inside the objective 
> function you can create Arma object using auxiliary pointer. AFAIK, for const 
> double * argument you can only creat Arma object by copy while for double * 
> you can creat object that use the pointer directly. After this step you can 
> use armadillo inside and outside the objective function.
> 
> Best,
> 
> Yan
> 
> On Feb 3, 2013, at 4:35 PM, Simon Zehnder <szehn...@uni-bonn.de> wrote:
> 
>> 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
>>> 
>> 

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