[R] optim

[Gabor Grothendieck]

Check out:

http://finzi.psych.upenn.edu/R/Rhelp02a/archive/18289.html

On 8/4/05, nwew <W.E.Wolski at newcastle.ac.uk> wrote:
> Dear R-helpers,
> 
> The function optim implements algorithms that I would like to use.
> 
> 
> I have function implemented in R, which given the parameters of which
> minimization is to take place returns a scalar as well as the gradient.
> 
> Unfortunately optim requires two function _fn_ and _gr_ where fn returns the
> function value and gr the gradient. Splitting my function in two functions
> would be easy, however I am wondering if evaluating both is not doubling the
> the very high computational costs. Most of the computational intensive
> operations are identical if computing the function value and gradient.
> 
> Question: is there a way to tweek optim that only one function evaluation is
> necessary? Are ther other implementations of the algorithm, which do assume
> that the function to be minimized returns the function value and the gradient
> as well?
> 
> Thanks
> Eryk.
> 
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