From w.huber@dkfz.de  Sun Mar  3 18:04:39 2002
From: w.huber@dkfz.de (w.huber@dkfz.de)
Date: Sun, 3 Mar 2002 19:04:39 +0100 (MET)
Subject: [Rd] optim: gr called at different parameter values than previous fn call if hessian=T (PR#1354)
Message-ID: <200203031804.TAA21826@pubhealth.ku.dk>

Full_Name: Wolfgang Huber
Version: 1.4.0
OS: OSF1
Submission from: (NULL) (193.174.62.46)


The documentation to "optim" (packpage base) says "It is guaranteed that `gr' 
will be called immediately after a call to `fn' at the same parameter values."
I found this not to be true when I called 

   optim(fn=fn,gr=gr,method="L-BFGS-B",hessian=T,...)

When I changed this to hessian=F), every single call to gr was indeed preceded
by
a call to fn at the same parameter values. Apparently the final calculation of 
the hessian violates the above guarantee. 

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[Rd] optim: gr called at different parameter values than previous fn call if hessian=T (PR#1354)
w.huber@dkfz.de