Dear R Developers (I think in particular Brian) Especially for larger optimization problems, it would be nice to have an entry point for C/C++ code to the R optimizers (the ones which are called when using optim()), where the client just has to provide the functions fminfn() and fmingr() and calls directly, e.g., vmmin() (all from $RHOME/src/main/optim.c). Are there any plans for providing such an entry point? best Adrian -- Dr. Adrian Trapletti, Olsen & Associates Ltd. Seefeldstrasse 233, CH-8008 Zürich, Switzerland Phone: +41 (1) 386 48 47 Fax: +41 (1) 422 22 82 E-mail: adrian@olsen.ch WWW: http://www.olsen.ch -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Adrian Trapletti <adrian@olsen.ch> writes:> Especially for larger optimization problems, it would be nice to have an > entry point for C/C++ code to the R optimizers (the ones which are called > when using optim()), where the client just has to provide the functions > fminfn() and fmingr() and calls directly, e.g., vmmin() (all from > $RHOME/src/main/optim.c). Are there any plans for providing such an entry > point?There is such an entry point for the optimizer used by nlm. It is called optif9 and is declared in $RHOME/lib/R/include/R_ext/Applic.h I can provide an example of its use if you wish. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Fri, 26 Jan 2001, Adrian Trapletti wrote:> Dear R Developers (I think in particular Brian) > > Especially for larger optimization problems, it would be nice to have an > entry point for C/C++ code to the R optimizers (the ones which are called > when using optim()), where the client just has to provide the functions > fminfn() and fmingr() and calls directly, e.g., vmmin() (all from > $RHOME/src/main/optim.c). Are there any plans for providing such an entry > point?No, but there can be. There are at least some problems with error-handling that need to be thought about. Is what you want essentially to make vmmin (...) a public entry point, avoiding having to deal with OptStruct's? If that suffices, it would be easy. Brian -- Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._