search for: _gr_

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...