RcppNLoptExample: Rcpp example of using NLopt via nloptr
About
NLopt is a very comprehensive library for nonlinear optimization. The nloptr package by Jelmer Ypma has long been providing an excellent R package.
Starting with its 1.2.0 release, the nloptr package now exports its C symbols in a way that makes it accessible to other R packages without linking easing the installation across operating systems.
This package illustrates this with an example drawn from the NLopt tutorial.
Example
See the (currently single) file src/nlopt.cpp.
How / Why ?
R uses C interfaces. These C interfaces can be exported between packages. So when the usual library(nloptr) happens, we now also get a number of C functions registered.
And those are enough to run optimization from C++ as we simply rely on the C interface provided. Look careful at the example code: the objective function and the constraint functions are C functions, and the body of our example invokes C functions from NLopt. This just works.
On the other hand, if we tried to use the NLopt C++ interface which brings with it someinterface code we would require linking to that code (which R cannot easily export across packages using its C interface). So C it is.
See Also
This repo builds on, extends, and simplifies an earlier repo by Julien Chiquet to which I contributed a core part of this setup.
Author
Dirk Eddelbuettel
License
GPL (>= 2)