Hello everybody,

I have a question about box-constrained optimization. I've done some
research and I found that optim could do that. Are there other ways in R ?

Is the following correct if I have a function f of two parameters belonging
for example to [0,1] and [0,Infinity] ?
optim(par=param, fn=f, method="L-BFGS-B", lower=c(0,0), upper=c(1,Inf))

My other question is whether it is possible to add the derivatives of my
function (like in nlm) and whether it is better to add them ?

If there is no need to add the derivatives, then I guess I could wish to
optimize the likelihood directly rather than to optimize the
log-likelihood... Indeed one aspect of the log-likelihood is to make the
derivatives tractable (in iid cases). Do you agree ?

Thank you !
Gustave

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