Dear Rcpp and R developpers,
I have recently used Rcpp to build a package and found it very well documented
and easy as I don't need to go very deep in Writing R extensions mechanisms.
My code uses an optimisation algorithm named cmaes, and this use was first made
through a cmaes R package. As my function to be optimized depends on some Monte
Carlo simulations performed using functions written in C++ this procedure
requires a lot of exchange between R and C++ ( basically every step of cmaes
calls a c++ function), which is of course not very efficient.
So I would like to use the cmaes library libcmaes available on
https://github.com/beniz/libcmaes to perform the optimization within the C++
code.
I have tried the examples provided in the github repository and I am able to
build and run them, so I assume that the cmaes library is correctly installed
(in /usr/local)
Then I have decided to embed the very simple example in R to check if I can use
CMAES from R. I have built a toy package for that.
This packahe only has a test.cpp file in directory src/ which is exactly the
sample-code.cpp example but using NumericVector instead of std::vector<>.
(presented below)
I have tried to add the correct compilation option in the Makevars (even far to
be portable for now)
CXX_STD = CXX11
PKG_CPPFLAGS=-I/usr/local/include/libcmaes -I../inst/include
-I/usr/local/include/eigen3/
PKG_LIBS = -L/usr/local/lib -l cmaes`$(R_HOME)/bin/Rscript -e
"Rcpp:::LdFlags()"`
Everything seems fine except that the shared library cmaes.so.0 is not in the
expected directory when loading the R package. Any help would be very much
appreciated
Cheers
Marie
Here is the log of the build (made using RStudio)
==> R CMD INSTALL --preclean --no-multiarch --with-keep.source testCMaes
* installing to library ‘/home/metienne/R/x86_64-pc-linux-gnu-library/3.1’
* installing *source* package ‘testCMaes’ ...
** libs
g++ -std=c++0x -I/usr/share/R/include -DNDEBUG -I/usr/local/include/libcmaes
-I../inst/include -I/usr/local/include/eigen3/
-I"/home/metienne/R/x86_64-pc-linux-gnu-library/3.1/Rcpp/include" -fpic -g -O2
-fstack-protector --param=ssp-buffer-size=4 -Wformat -Wformat-security
-Werror=format-security -D_FORTIFY_SOURCE=2 -g -c RcppExports.cpp -o
RcppExports.o
g++ -std=c++0x -I/usr/share/R/include -DNDEBUG -I/usr/local/include/libcmaes
-I../inst/include -I/usr/local/include/eigen3/
-I"/home/metienne/R/x86_64-pc-linux-gnu-library/3.1/Rcpp/include" -fpic -g -O2
-fstack-protector --param=ssp-buffer-size=4 -Wformat -Wformat-security
-Werror=format-security -D_FORTIFY_SOURCE=2 -g -c test.cpp -o test.o
g++ -std=c++0x -shared -Wl,-Bsymbolic-functions -Wl,-z,relro -o testCMaes.so
RcppExports.o test.o -L/usr/local/lib -l cmaes -L/usr/lib/R/lib -lR
installing to /home/metienne/R/x86_64-pc-linux-gnu-library/3.1/testCMaes/libs
** R
** preparing package for lazy loading
** help
Warning: /home/metienne/EnCours/testCMaes/man/testCMaes-package.Rd:30: All text
must be in a section
Warning: /home/metienne/EnCours/testCMaes/man/testCMaes-package.Rd:31: All text
must be in a section
*** installing help indices
** building package indices
** testing if installed package can be loaded
Error in dyn.load(file, DLLpath = DLLpath, ...) :
unable to load shared object
'/home/metienne/R/x86_64-pc-linux-gnu-library/3.1/testCMaes/libs/testCMaes.so':
libcmaes.so.0: cannot open shared object file: No such file or directory
Error: loading failed
Execution halted
ERROR: loading failed
* removing ‘/home/metienne/R/x86_64-pc-linux-gnu-library/3.1/testCMaes’
Here is the test.cpp file
#include <cmaes.h>
#include <cmastrategy.h>
#include <llogging.h>
#include <Rcpp.h>
using namespace Rcpp;
using namespace libcmaes;
libcmaes::FitFunc cigtab = [](const double *x, const int N)
{
int i;
double sum = 1e4*x[0]*x[0] + 1e-4*x[1]*x[1];
for(i = 2; i < N; ++i)
sum += x[i]*x[i];
return sum;
};
// [[Rcpp::export]]
int test(const NumericVector x0, const NumericVector sigma)
{
int dim = x0.size();
std::vector<double> x0_stl= Rcpp::as<std::vector<double> >(x0);
std::vector<double> sigma_stl = Rcpp::as<std::vector<double> >(sigma);
int lambda = x0.size();
CMAParameters<> cmaparams(x0_stl,sigma_stl,lambda);
ESOptimizer<CMAStrategy<CovarianceUpdate>,CMAParameters<>>
cmaes(cigtab,cmaparams);
cmaes.optimize();
double edm = cmaes.edm();
std::cerr << "EDM=" << edm << " / EDM/fm=" << edm /
cmaes.get_solutions().best_candidate().get_fvalue() << std::endl;
};
Marie-Pierre Etienne
AgroParistech /INRA UMR 518 MIA
marie.etie...@agroparistech.fr
http://mpetienne.org
Tel : 01 44 08 86 82
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