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interior point methods, automatic differentiation in R
2 messages · David Scherrer, Ian Fiske
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:
Dear all, I'm wondering if there are some ongoing projects for interior point methods in R (e.g. linking ipopt from Coin written in C++ to R) and for automatic differentiation in R (e.g. linking openAD available in C++ and Fortran) ? Many thanks, David [[alternative HTML version deleted]]
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