The RcppEnsmallen package brings to R a Header-Only C++ Mathematical Optimization Library for Armadillo. In particular, Ensmallen is a templated C++ mathematical optimization library (by the MLPACK team) that provides a simple set of abstractions for writing an objective function to optimize. The Ensmallen Development Team has truly done it. In this release, there is a major API change to support callbacks within optimization routines. From newly added documentation, we …