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Finally, as author of the code used to put CG in optim, I'll advise against its use. One of my least successful pieces of code. Rcgmin is better, but you really do need analytic derivatives to make it sing. For 5 parameters, use NM, or better the nmk from dfoptim package.
-- John C. Nash (in a discussion about optimization of a multinomial log-likelihood)
R-help (May 2012) #Rstats