Displaying 1 result from an estimated 1 matches for "objective_function".
2020 Oct 15
0
calling stats::optim from Rcpp causes memory leak
...mory (very little, but it
compounds if it's a part of repeatedly running simulation). I created a
minimal reproducible example, but I have no idea where does the leak
originate. Could I ask for guidance on dealing with this issue?
Rcpp code:
#include <Rcpp.h>
using namespace Rcpp;
double objective_function(double x){
double obj = .666 - x;
return pow(obj, 2);
}
// [[Rcpp::export(leak)]]
double leak(double a, double b){
// Extract R's optim function
Rcpp::Environment stats("package:stats");
Rcpp::Function optim = stats["optim"];
// Call the optim function from R...