Re: [R] optim

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Thu 04 Aug 2005 - 21:02:26 EST

Check out:

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

On 8/4/05, nwew <W.E.Wolski@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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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Aug 04 21:15:28 2005

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