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...ns to compare implementations, http://www.econ.upenn.edu/~clausen/computing/tests.zip My own implementation has several advantages over optim()'s implementation (which you can see in the vmmin() function in https://svn.r-project.org/R/trunk/src/main/optim.c) * the linesearch algorithm (More-Thuente) quickly finds a region of interest to zoom into. Moreover, it strikes a much better balance between finding a point that adequately improves upon the old point, but doesn't waste too much time finding a much better point. (Unlike optim(), it uses the standard Wolfe conditions with weak para...