OptimLib is a C++ library of numerical optimization methods for nonlinear functions.
Author: Keith O'Hara
The library can be installed on Unix-alike systems via the standard
./configure && make method:
# clone optim git clone -b master --single-branch https://github.com/kthohr/optim ./optim # build and install cd ./optim ./configure -i "/usr/local" -p make make install
The last line will install OptimLib into /usr/local
Configuration options: (see
-iinstall path; default: the build directory
-mspecify the BLAS and Lapack libraries to link against;
-m "-framework Accelerate"
-ocompiler optimization options;
-O3 -march=native -ffp-contract=fast -flto -DARMA_NO_DEBUG
-penable OpenMP parallelization features (recommended)
-ca coverage build (used with Codecov)
-da 'development' build
-ga debugging build (optimization flags set to
-RRcppArmadillo compatible build by setting the appropriate R library directories (R, Rcpp, and RcppArmadillo)
-R "/usr/local/R/lib/R/include /usr/local/R/lib/R/library/Rcpp/include /usr/local/R/lib/R/library/RcppArmadillo/include"
OptimLib is built on the Armadillo C++ linear algebra library. The
configure script will search for
Armadillo files in the standard locations:
/opt/local/include. If the Armadillo header files are installed elsewhere,
set the following environment variable before running
Otherwise the build script will download the required files from the Armadillo GitLab repository.