I'll not be able to comment on the use of C like this, but will warn that I
wrote the
routines that became Nelder-Mead, CG, and BFGS in optim() in the mid 1970s. CG
never did
as well as I would like, but the other two routines turned out pretty well.
However, in
nearly 40 years, there are a few improvements, particularly in handling bounds
and masks
(fixed parameters). For all-R routines see Rcgmin and Rvmmin. Rather than
directly use the
optim() routines in C, you may want to use some more modern ones, but the choice
may be
dependent on your problem.
JN
On 06/09/2012 06:00 AM, r-devel-request at r-project.org
wrote:> Message: 2
> Date: Fri, 8 Jun 2012 09:40:17 -0400
> From: Edward Worbis <eworbspam at gmail.com>
> To: r-devel at R-project.org
> Subject: [Rd] Working with optim in C
> Message-ID:
> <CADL3ysNS+pD1ohJVA=gXJ6LXMJ-ZFsFSTxT0ab7g=RAXdpBghg at
mail.gmail.com>
> Content-Type: text/plain
>
> I've searched to find examples of how to work with the C versions of
> optim.
>
> I've separated out the function just to test on it alone, and currently
I'm
> attempting to use fmmin as follows:
>
>
> !~~CODE ~~!
