Is there a function with BFGS optimization method where I can impose some bound constraints?

Dear all,
I am now working on a paper which used BFGS optimization method with bound constraints. But in matlab I can only find fminunc which do have a bfgs optimization method but I can impose bound constraints. The funciton fmincon can impose bound constraints but does not have bfgs optimizaition method. So I wonder whether there is a funciton with both bfgs algorithm and bound constraints?
Thank you in advance for your help.
Yours sincerely,
Yoli b

3 个评论

In the paper, how were bounds combined with BFGS? Theoretically, it is not clear how you would do it.
Not MATLAB but there people who extend LBFGS method with box constraints link
The paper used the funciton cml in Gauss program :
_cml_Algorithm = 1;
_cml_Bounds = param_b;
_cml_LineSearch = 2;
_cml_Covpar = 1;
_cml_MaxIters = 300;
{p_x,p_f,p_g,p_c,p_r} = cml(DataGMM,0,&FindARegimes,param_o));
Is there a similar funciton like cml in Gauss OR optim() in R studio?

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