RcppNLoptExample 0.0.1: Use NLopt from C/C++

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A new package of ours, RcppNLoptExample, arrived on CRAN yesterday after a somewhat longer-than-usual wait for new packages as CRAN seems really busy these days. As always, a big and very grateful Thank You! for all they do to keep this community humming.

So what does it do ?

NLopt is a very comprehensive library for nonlinear optimization. The nloptr package by Jelmer Ypma has long been providing an excellent R interface.

Starting with its 1.2.0 release, the nloptr package now exports several C symbols in a way that makes it accessible to other R packages without linking easing the installation on all operating systems.

The new package RcppNLoptExample illustrates this facility with an example drawn from the NLopt tutorial. 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) (or an import via NAMESPACE) 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. For either C code, or C++ (where we rely on Rcpp to marshal data back and forth with ease).

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.

Status

The package is pretty basic but fully workable. Some more examples should get added, and a helper class or two for state would be nice. The (very short) NEWS entry follows:

Changes in version 0.0.1 (2018-10-01)

  • Initial basic package version with one example from NLopt tutorial

Code, issue tickets etc are at the GitHub repository.

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