[Rcpp-devel] Numerical Optimization in C++
There is also MLPACK, which is a general machine learning package that uses Armadillo: http://mlpack.org/ (there is currently a small issue with using Armadillo 3.6.2, due a bug in MLPACK, but earlier versions of Armadillo, such as 3.6.1, work fine).
On Sun, Feb 3, 2013 at 9:50 PM, Yan Zhou <zhouyan at 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 <szehnder at 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
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