Dear R users,
Consider the following example function:
f = function(a,b) {
g = function(x) a*x + b
h = function(x) g(x)^2 + x^2
opt = optimize(h,lower = -1, upper = 1)
x.min = opt$minimum
h.xmin = opt$objective
g.xmin = g(x.min)
return(c(x.min, h.xmin, g.xmin))
}
In my real problem the function that plays the role of "g" is costly
to compute. Now, to minimize "h", "optimize" calls "h" with different
values of x. In particular, at the end of the optimization, "h" would
be called with argument x.min, the minimizer of h(x). Therefore,
buried somewhere, there has to be a call to "g" with argument x=x.min
which I would like to retrieve in order to avoid the extra call to
"g" in the line before the return. Can this be done without too much pain?
I'd very much appreciate any help.
Juan Pablo Lewinger
Department of Preventive Medicine
University of Southern California
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