From ianfiske at gmail.com  Thu Feb 19 05:23:04 2009
From: ianfiske at gmail.com (Ian Fiske)
Date: Wed, 18 Feb 2009 20:23:04 -0800 (PST)
Subject: [Rd] interior point methods, automatic differentiation in R
In-Reply-To: <1a3e78310902181202y452593ceoe621821e01e31566@mail.gmail.com>
References: <1a3e78310902181202y452593ceoe621821e01e31566@mail.gmail.com>
Message-ID: <22093775.post@talk.nabble.com>


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 interior point method program.  Linking to ipopt might be a
worthwhile investment of someone's time...

Ian Fiske



David Scherrer-2 wrote:
> 
> 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
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-devel at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
> 
> 

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[Rd] interior point methods, automatic differentiation in R
Ian Fiske