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

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Wanqi Huang
Wanqi Huang 2019-6-3
评论： Wanqi Huang 2019-6-3
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
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Wanqi Huang
Wanqi Huang 2019-6-3
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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