Check out: http://finzi.psych.upenn.edu/R/Rhelp02a/archive/18289.html
On 8/4/05, nwew <[EMAIL PROTECTED]> 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. > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
