test for lbfgs (objfunExtPtr.cpp)

// [[Rcpp::depends(RcppArmadillo)]]
#include <RcppArmadillo.h>
using namespace arma;

Rcpp::NumericVector objfun(SEXP xs, SEXP env)
{
  vec x = Rcpp::as<vec>(xs);
  Rcpp::Environment e = Rcpp::as<Rcpp::Environment>(env);
  int funIdx = Rcpp::as<int>(e["funIdx"]);
  Rcpp::NumericVector out(1);
  switch (funIdx) {
  case 0: {
    double p1 = (x[0] + 2*x[1] - 7);
    double p2 = (2*x[0] + x[1] - 5);
    out[0] = p1*p1 + p2*p2;
    break;
  }
  case 1: {
    out[0] = sum(square(x.subvec(0, 1)))*0.26 - 0.48 * prod(x.subvec(0, 1));
    break;
  }
  case 2: {
    out[0] = sum(square(x));
    break;
  }
  }
  return out;
}

Rcpp::NumericVector gradfun(SEXP xs, SEXP env)
{
  vec x = Rcpp::as<vec>(xs);
  Rcpp::Environment e = Rcpp::as<Rcpp::Environment>(env);
  int funIdx = Rcpp::as<int>(e["funIdx"]);
  int size = funIdx == 2 ? x.n_elem : 2;
  Rcpp::NumericVector out(size);
  switch (funIdx) {
  case 0: {
    double p1 = (x[0] + 2*x[1] - 7);
    double p2 = (2*x[0] + x[1] - 5);
    out[0] = 2*p1 + 4*p2;
    out[1] = 4*p1 + 2*p2;
    break;
  }
  case 1: {
    out[0] = 0.52 * x[0] - 0.48 * x[1];
    out[1] = 0.52 * x[0] - 0.48 * x[1];
    break;
  }
  case 2: {
    out = 2 * x;
    break;
  }
  }
  return out;
}

typedef Rcpp::NumericVector (*funcPtr)(SEXP, SEXP);

// [[Rcpp::export]]
Rcpp::XPtr<funcPtr> objfunExtPtr(){
  return Rcpp::XPtr<funcPtr>( new funcPtr(&objfun) );
}

// [[Rcpp::export]]
Rcpp::XPtr<funcPtr> gradfunExtPtr(){
  return Rcpp::XPtr<funcPtr>( new funcPtr(&gradfun) );
}