[R] calling optim from external C/C++ program

Vadim Ogranovich vograno at arbitrade.com
Tue Apr 30 19:01:39 CEST 2002


I looked at optim.c in R 1.5.0 and realized that what I actually needed is
to call either vnmin() or lbfgsb(). The interfaces of these functions are
not R-specific (built-in types only) so if I could build R into a shared
library or use the executable itself as a shared library it would do for my
purposes. Is this possible? Where could I start from?

Thanks, Vadim

-----Original Message-----
From: Prof Brian D Ripley [mailto:ripley at stats.ox.ac.uk]
Sent: Monday, April 29, 2002 11:16 PM
To: Vadim Ogranovich
Cc: r-help at stat.math.ethz.ch; 'cyg at sympatico.ca'
Subject: Re: [R] calling optim from external C/C++ program


On Mon, 29 Apr 2002, Vadim Ogranovich wrote:

> Hi,
>
> Does anyone have an example of calling optim() from a standalone C/C++
> program? If possible please include the linker options (I am using gcc
> version 2.96 20000731 (Red Hat Linux 7.1 2.96-98))

It's not possible.  An important part of optim() is in R.  R 1.5.0 makes
the underlying optimizers available to C code linked into R, but they are
only part of optim().

There is also no such thing as gcc 2.96: see gcc.gnu.org.  You would be
well-advised to use a released version of gcc.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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