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interior point methods, automatic differentiation in R

2 messages · David Scherrer, Ian Fiske

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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: