%%cpp -d
#include<TRInterface.h>

%%cpp -d
Double_t RosenBrock(const TVectorD xx )
{
   const Double_t x = xx[0];
   const Double_t y = xx[1];
   const Double_t tmp1 = y-x*x;
   const Double_t tmp2 = 1-x;
   return 100*tmp1*tmp1+tmp2*tmp2;
}

%%cpp -d
TVectorD RosenBrockGrad(const TVectorD xx )
{
   const Double_t x = xx[0];
   const Double_t y = xx[1];
   TVectorD grad(2);
   grad[0]=-400 * x * (y - x * x) - 2 * (1 - x);
   grad[1]=200 * (y - x * x);
   return grad;
}

ROOT::R::TRInterface &r=ROOT::R::TRInterface::Instance();

r["RosenBrock"]=ROOT::R::TRFunctionExport(RosenBrock);

r["RosenBrockGrad"]=ROOT::R::TRFunctionExport(RosenBrockGrad);

r.Execute("result <- optim( c(0.01,0.01), RosenBrock,method='BFGS',control = list(maxit = 1000000) )");

TVectorD  min=r.Eval("result$par");

std::cout.precision(8);

std::cout<<"-----------------------------------------"<<std::endl;
std::cout<<"Minimum x="<<min[0]<<" y="<<min[1]<<std::endl;
std::cout<<"Value at minimum ="<<RosenBrock(min)<<std::endl;

r.Execute("optimHess(result$par, RosenBrock, RosenBrockGrad)");
r.Execute("hresult <- optim(c(-1.2,1), RosenBrock, NULL, method = 'BFGS', hessian = TRUE)");

TVectorD  hmin=r.Eval("hresult$par");

std::cout<<"-----------------------------------------"<<std::endl;
std::cout<<"Minimization with the Gradient"<<std::endl;
std::cout<<"Minimum x="<<hmin[0]<<" y="<<hmin[1]<<std::endl;
std::cout<<"Value at minimum ="<<RosenBrock(hmin)<<std::endl;