Hi, in part of my code I need to optimize a function from within Rcpp (I
followed the 2nd answer here
https://stackoverflow.com/questions/48348079/applying-the-optim-function-in-r-in-c-with-rcpp).
However, I found that the function leaks memory (very little, but it
compounds if it's a part of repeatedly running simulation). I created a
minimal reproducible example, but I have no idea where does the leak
originate. Could I ask for guidance on dealing with this issue?
Rcpp code:
#include <Rcpp.h>
using namespace Rcpp;
double objective_function(double x){
double obj = .666 - x;
return pow(obj, 2);
}
// [[Rcpp::export(leak)]]
double leak(double a, double b){
// Extract R's optim function
Rcpp::Environment stats("package:stats");
Rcpp::Function optim = stats["optim"];
// Call the optim function from R in C++
Rcpp::List opt_results = optim(Rcpp::_["par"] = .5,
Rcpp::_["fn"] =
Rcpp::InternalFunction(&objective_function),
Rcpp::_["method"] = "Brent",
Rcpp::_["lower"] = a,
Rcpp::_["upper"] = b);
// Extract out the estimated parameter values
double mu = opt_results[0];
// Return estimated values
return mu;
}
R code:
repeat{
leak(0, 1)
}
When I look at my task manager, the MB usage under Rstudio R Session is
steadily increasing (which doesn't happen if I use any other function that
just returns a value).
Thanks,
Frantisek Bartos
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