Re: [Rd] interior point methods, automatic differentiation in R

From: Ian Fiske <ianfiske_at_gmail.com>
Date: Wed, 18 Feb 2009 20:23:04 -0800 (PST)

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
>
>

-- 
View this message in context: http://www.nabble.com/interior-point-methods%2C-automatic-differentiation-in-R-tp22087073p22093775.html
Sent from the R devel mailing list archive at Nabble.com.

______________________________________________
R-devel_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
Received on Thu 19 Feb 2009 - 03:47:06 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 19 Feb 2009 - 07:30:27 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-devel. Please read the posting guide before posting to the list.

list of date sections of archive