Try nlopt. I'm using it in Visual Studio and also in Rcpp. I downloaded the binaries from the web site last time, but you can compile yourself (something I will do again in the future).
Dale Smith, Ph.D. Senior Financial Quantitative Analyst Financial & Risk Management Solutions Fiserv Office: 678-375-5315 www.fiserv.com -----Original Message----- From: rcpp-devel-boun...@r-forge.wu-wien.ac.at [mailto:rcpp-devel-boun...@r-forge.wu-wien.ac.at] On Behalf Of Hideyoshi Maeda Sent: Thursday, February 27, 2014 1:58 PM To: rcpp-de...@r-forge.wu-wien.ac.at Subject: [Rcpp-devel] Rcpp syntactic sugar equivalent for R's optimize() function Hi Rcpp-devel list, I was wondering if there was a Rcpp equivalent function for R's optimise() function thats in the stats package? If not, since Its a single vector optimisation are there some existing libraries i can use within Rcpp that someone can point me to? Regards, HLM _______________________________________________ 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