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 second release of 2021 has been packaged and sent to CRAN. The main changes with this version are more or less behind the scenes with improvements to unit testing (not activated in the CRAN release) and a few bug …