After months and months of working trying to get R on 64 bit Windows to work with link-time-optimization (LTO), I’ve come to the conclusion that GCC 4.9.3’s implementation of LTO just isn’t polished enough to work across the entire R infrastructure. I have been able to get base R, nloptr, Rblas, and Rlapack to compile with LTO, but they are not really any faster than without it, so it isn’t worth the headache. I’ve removed the steps relating to LTO from my instructions on how to build R+OpenBLAS.