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Re: bfgsmin iterations


From: Przemek Klosowski
Subject: Re: bfgsmin iterations
Date: Wed, 13 May 2009 15:41:52 -0400 (EDT)

   // this is cache on feval to prevent the extra evaluation of the
   // objective function when subsequent calls with exactly the same arguments 
would take place

I think we have to be cautious with modifying feval to cache the results, 
because this
makes two assumptions:

- the function is 'functional' i.e. should return the same result given the 
same argument
  This is not true e.g. for stochastical functions (monte carlo, etc).

- the function has no side effects, i.e. doesn't change some global state.


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