[Rd] interior point methods, automatic differentiation in R

[Ian Fiske]

Regarding interior point methods, you can find a list of relevant packages in
the Optimization and Mathematical Programming Task View at
http://mirrors.ibiblio.org/pub/mirrors/CRAN/web/views/Optimization.html. 
But it doesn't look like there is anything like an interface to a
comprehensive interior point method program.  Linking to ipopt might be a
worthwhile investment of someone's time...

Ian Fiske



David Scherrer-2 wrote:
> 
> Dear all,
> 
> I'm wondering if there are some ongoing projects for interior point
> methods
> in R (e.g. linking ipopt from Coin written in C++ to R) and for automatic
> differentiation in R (e.g. linking openAD available in C++ and Fortran) ?
> 
> Many thanks,
> David
> 
> 	[[alternative HTML version deleted]]
> 
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> 
> 

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