Use lbfgs function from the lbfgs package but pass in a single function
that returns both the function and gradient
together in a list. Useful when the function and
gradient are expensive to calculate and can be
calculated faster together than separate.
Usage
lbfgs_share(fngr, vars, ...)
Arguments
fngr
A function that returns a list of two elements:
the function value and the gradient value.
vars
Initial values for the parameters to be optimized over.
Will be passed to lbfgs as vars argument.