[R] optim

[nwew]

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.