There might be some cases where defining functions within functions can 
improve speed. As Mauro noted, this may not be true in .4 but will be fixed 
in .5. See the following for examples:

https://groups.google.com/forum/#!searchin/julia-users/Passing$20data$20through$20Optim/julia-users/a_81sxvb-3c/9q6RvjfkBwAJ

On Tuesday, March 29, 2016 at 12:31:42 PM UTC-4, Evan Fields wrote:
>
> To keep namespaces clear and to help with code readability, I might like 
> to do this:
>
> function mainFunc()
>     function helper()
>         do stuff
>         return something
>     end
>
>     call helper() and do stuff
>     return something
> end
>
> That way the helper function is only visible to the function that needs it 
> and when reading the code it's obvious that the helper "belongs to" the 
> main function. Is there any performance penalty for doing this? Or is this 
> bad practice for some reason I don't know?
>

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