Optimization in R

I am sorry for omitting a citation in my previous post.
The complete message is as follows (my text unchanged). PS

I would like to add a remark and a question.

Remark.

There is a part of R, which allows the user to select
among several methods for the same task and also to add
his own C code: random number generation. However, the interface
for optimization is more complex. In my opinion, looking
for a unified interface for this is desirable, but it is
a research problem, not a suggestion for an immediate
code modification.

Question.

Is there a way how to optimize a function written in C
using optim? This would be very useful, if the optimization
needs a lot of iterations. This may be done by defining 
an R function, which does nothing more than calling .C with
appropriate parameters,
but this looses efficiency. A more efficient solution
could be adding a specified entry point (or several, if derivatives
are also available), similar as in the user defined random number
generator. Then, a parameter of optim could control, whether
the function to be optimized is fn or the C entry point.

Petr Savicky.

I don't have an example of that but that does not make it less
desirable.  If one wants to use method 1, 2 or 3 then one can
use optim with a method= but if one wants to use methods 4
or 5 then one must use an entirely different function.  Surely
it would be better to be consistent from the user's viewpoint
and allow all of them to work consistently through the same
interface.

On 8/4/07, Duncan Murdoch <murdoch at stats.uwo.ca> wrote:

On 04/08/2007 2:53 PM, Gabor Grothendieck wrote:

The example of generic functions.

Show me an example where we have a list of ways to do a calculation
passed as an argument (analogous to the method argument of optim), where
the user is allowed to add his own function to the list.

Duncan Murdoch