This contains some tests functions taken from the paper

        Moré, Garbow, and Hillstrom, "Testing Unconstrained
        Optimization Software", ACM Trans Math Softw 7:1 (March 1981)

By default, it compares:
 * R's built-in optim() command's BFGS implementation.

 * my own bfgs implementation, which you can download from

        http://www.econ.upenn.edu/~clausen/computing/bfgs.zip

 * the GNU Scientific Library's BFGS implementation.  As will as installing
GSL, you will need my R wrapper

        http://www.econ.upenn.edu/~clausen/computing/multimin.zip

(Disclaimer: since GSL doesn't provide a default stopping rule, I wrote one.)

The results can be summarized as follows, where * indicates "works well",
nothing indicates it fails to find a good solution, and ! indicates poor
behaviour (eg: getting stuck).

test                    optim           clausen         gsl
--------------------------------------------------------------
bard                                                    !
beale
brown-scaled
freudenstein-roth
gaussian                                                *
helical-valley          *               *
jennrich-sampson                                        *
meyer                                                   *
powell-scaled                           *
rosenbrock                              *               

