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 interio
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
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