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\section{Implementing the Objective and Gradient in C++}  \subsection{The Basics}  The package supports the implementation of the objective and gradient functions in C++, which may yield significant speed improvements over the respective R implementations. The optimization routine's API accepts both R function objects and external pointers to compiled C++ functions. To perform optimization on the Rosenbrock function, we begin by defining the C++ implementations of the objective and of the gradient as character strings, using the RCPP library:  \begin{lstlisting}