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I'm trying to build the source package KNITRO in Windows and getting an error when the package is loaded. Maybe there is something I'm missing in order to build a package in Windows? Note that I have successfully built the package in Linux. I'm using R 3.1.0; Rcpp 0.11.1 installed from CRAN; Cygwin with g++ 4.8.3. Details about the pr...

...m max f(x1,...,xn) x1,..xn x1=g1(x1,...,xn) . . xn=gn(x1,...,xn) I am using Rdonlp2 package which works well until 40 variables in my case. I need to solve this problem with over 300 variables. In this case Rdonlp2 is very very slowly. I know that in Matlab exists Knitro (http://www.ziena.com/knitro.htm.) for large optimization problems. It will be great if you can suggest me some alternatives solutions. Thanks in advance, Florin -- Florin G. Maican ================================== Ph.D. candidate, Department of Ec...