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

[ripley@stats.ox.ac.uk]

On Tue, 30 Apr 2002, Vadim Ogranovich wrote:

> 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?

As I said those interfaces are documented in R-exts, and you can fairly
easily make a standalone version from optim.c and src/appl/lbfgs.c.
You will need to watch calls to error() and R_FINITE and the like, but
suitable substitutes are easy to create (and standalone Rmath may help).

>
> 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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-- 
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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