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

[Matt J]

In the paper, how were bounds combined with BFGS? Theoretically, it is not clear how you would do it.

[Bruno Luong]

Not MATLAB but there people who extend LBFGS method with box constraints link

[Wanqi Huang]

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?