in part of my code I need to optimize a function from Rcpp (I followed the 2nd answer here 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/how to deal with it. 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 RAM usage under Rstudio R Session is steadily increasing (which doesn't happen if I use any other function that just returns a value).
