On 7 September 2014 at 12:30, axionator wrote: | I would like to call R's lbfgsb function from my C/C++ code by including | R_ext/Applic.h and linking against libR. | Currently, I am allocating memory for x (and the other input arrays for | lbfgsb) in my C/C++ code via malloc/new. However, this gives a segmentation | fault when executing the program. | I tried to allocate x via PROTECT(x = NEW_NUMERIC(n)); x_p = | NUMERIC_POINTER(x);. | This compiles but also gives a segmentation fault. | Is there a way to use lbfgsb from C/C++ directly (without an intermediate | call of R)? Did I miss any compile flags?
R is built to provide a 'language and environment', not a callable library. There is a however an optional callable library with a (much smaller) subset of functionality, see the section '6.16 Using these functions in your own C code' in the 'Writing R Extension' manual. However, the library does /not/ contain the bounded BFGS implementation you are seeking. So you may want to look at another (open source) optmization library. NLopt by Steven Johnson (http://ab-initio.mit.edu/wiki/index.php/NLopt) is decent and easy to use; if you need LBFGSB there is also Jorge Nocedal's site (http://www.ece.northwestern.edu/~nocedal/lbfgsb.html) as well as much more. Dirk -- http://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
