[R] Question about output from optim

[Prof. John C Nash]

As Ben Bolker has indicated, I am working on various improvements to the 
functionality of optim() along with others, esp. Ravi Varadhan and Kate 
Mullen.

With relevance to the posts by Sebastien Bihorel and Ben Bolker about 
output of point/function value information on each evaluation, I am 
working (rather slowly due to other commitments) on a wrapper for the 
user's function that will do this. It allows nice progress graphs and 
performance profiles to be created. The tricky bit it getting a file 
opened to store the information and to close it again when done, and to 
do this fairly cleanly. Collaborations welcome.

Also I want the wrapper to allow for flagging when the function cannot 
be evaluated. At the moment as far as I can tell, some methods -- not 
just in optim but other functions too --  die, some keep going with 
garbage, and some can handle a function that returns Inf or similar flag 
properly i.e., back off a line search or similar recovery which would be 
useful to protect users from unhappy results.

I suggest off-list responses and we can see how quickly a good 
resolution can be achieved.

JN