search for: nlopt

Displaying 3 results from an estimated 3 matches for "nlopt".

Did you mean: nloptr
2013 Jun 16
4
can't install rugarch and nloptr packages in R 3.01 opensuse linux
I can't install rugarch package because installation of nloptr package fails . I use opensuse 12.3 # uname -a Linux candide 3.7.10-1.11-desktop #1 SMP PREEMPT Thu May 16 20:27:27 UTC 2013 (adf31bb) x86_64 x86_64 x86_64 GNU/Linux my gcc version is 4.8.1 I compiled and installed R 3.01 . then I tried to install rugarch package but it fails because it can'...
2014 Sep 07
1
lbfgsb from C/C++
Hi, I would like to call R's lbfgsb function from my C/C++ code by including R_ext/Applic.h and linking against libR. Currently, I am allocating memory for x (and the other input arrays for lbfgsb) in my C/C++ code via malloc/new. However, this gives a segmentation fault when executing the program. I tried to allocate x via PROTECT(x = NEW_NUMERIC(n)); x_p = NUMERIC_POINTER(x);. This compiles
2023 Aug 13
4
Noisy objective functions
...---------------------------- 1 0.21 0.32 0.13 0.00 0.00 3 0.52 0.63 0.50 0.00 0.00 10 0.81 0.91 0.87 0.00 0.00 Solvers: nmk = dfoptim::nmk, anms = pracma::anms [both Nelder-Mead codes] neldermead = nloptr::neldermead, ucminf = ucminf::ucminf, optim_BFGS = optim with method "BFGS" Read the table as follows: `nmk` will be successful in 21% of the trials, while for example `optim` will never come close to the true minimum. I think it is reasonable to assume that gradient-based met...