On 2/27/2014 21:02, Dirk Eddelbuettel wrote:
Last time I neeed a 1-d solver, I just quicky coded one up, based on another
implementation of Brent's method. That was a one-off and at work, but it
really isn't that involved.
For 1-D solvers (gradient-based & derivative-free root-finding, as well
as minimization) I can recommend Boost Math Toolkit:
http://www.boost.org/doc/libs/release/libs/math/doc/html/math_toolkit/internals1.html
It's quite easy to use and has reasonable interface; the docs show some
simple examples to get started.
Best,
Matt
Otherwise, please do look around at CRAN. There are now 176 packages using
Rcpp, and quite a few use, or implement, optimization approaches. You just
find something to work off.
Dirk
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