roptim - General Purpose Optimization in R using C++
Perform general purpose optimization in R using C++. A unified wrapper interface is provided to call C functions of the five optimization algorithms ('Nelder-Mead', 'BFGS', 'CG', 'L-BFGS-B' and 'SANN') underlying optim().
Last updated 2 years ago
armadillobfgsconjugate-gradientl-bfgs-bnelder-meadoptimrcppsimulated-annealingopenblascpp
6.84 score 20 stars 11 dependents 15 scripts 1.4k downloadsrminqa - Derivative-Free Optimization in R using C++
Perform derivative-free optimization algorithms in R using C++. A wrapper interface is provided to call C function of the 'bobyqa' implementation (See <https://github.com/emmt/Algorithms/tree/master/bobyqa>).
Last updated 2 years ago
cpp
1.48 score 1 dependents 154 downloads