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...id samin(int n, double *x, double *Fmin, optimfn fn, int maxit, int tmax, double temp, int trace, void *ex); but I encountered the following problem: The implementation of the function samin (as seen in src/main/optim.c) passes its void * argument "ex" into the function genptry (implemented in the same source file) and the function genptry expects that the void * argument "ex" points to a struct opt_struct, from which genptry takes a function generating a new candidate point (if it is present). The struct opt_struct seems to be intended only for internal use in...

Hi Stefanos, Attached the testcase. I tried to reduce it further, but the problem goes away when I remove the instructions further. There is a nested loop and the fault occurs while processing the inner loop (for.body) To reproduce the crash: opt -O3 testcase.ll -o out.ll > `groupChecks()` will only try to group pointers that are on the same alias set. If that’s true, the RT check

I'm preparing some code to compute the optimal geometry of stressed solids. The core of the calculations is the optimization of elastic energy using the simulated annealing method implemented in the R optim() rutine. I've defined a function to compute this "energy" scalar (the fn parameter for optim) and prepared a list with the arrays defining the geometry and the elastic

Hello, I Have a question related to the RT check on pointers during Loop Access Analysis pass. There is a testcase with loop code that consist of 4 different memory operations referring two global objects of different address spaces. One from global constant (address space 4, addr_size = 64) and the other from local, LDS (address space 3, addr_size= 32). (Details of various address spaces

Dear R .Call() insiders, Can someone enlighten me how to properly finalize external pointers in C code (R-2.5.1 win)? What is the relation between R_ClearExternalPtr and the finalizer set in R_RegisterCFinalizer? I succeeded registering a finalizer that works when an R object containing an external pointer is garbage collected. However, I have some difficulties figuring out how to do that in an

Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R

Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R