The simple way to do this is just to rewrite your function to be optimized to 
print out the current values that it was called with, this way you will see 
where it is and what it is doing.  Look at the cat function for how to print 
the values, also look at the flush.console function.

For example you could take the 1st example on the optim help page and insert 
the following 2 lines as the 1st 2 lines of the f function:

cat(x, '\n')
flush.console()

and then at each iteration you can see the values tried.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.s...@imail.org
801.408.8111


> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-
> project.org] On Behalf Of Sally Luo
> Sent: Tuesday, September 14, 2010 1:50 PM
> To: r-help@r-project.org
> Subject: [R] Can I monitor the iterative/convergence process while
> using Optim or MaxLik?
> 
> Hi R-helpers,
> 
> Is it possible that I have the estimates from each step/iteration shown
> on
> the computer screen in order to monitor the process while I am using
> Optim
> or MaxLik?
> 
> Thanks for your help.
> 
> Maomao
> 
>       [[alternative HTML version deleted]]
> 
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.

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