NelderMeadSimplex: How to bound the variables?

[bt-88]

Hi,

I want to use NelderMeadSimplex.FindMinimum() on a set of variables that are bounded.
I can't find this option anywhere in the API documentation.

My example is as follows:

var simplex = new NelderMeadSimplex(1e-4, 50);
var initialGuess = DenseVector.OfArray(new double[] { 0, 0 });
var f = ObjectiveFunction.Value(v => myFunction(v[0], v[1]));
// Problem: Currently my variables v[0] and v[1] are unbounded, but should be within [0, 1]

simplex.FindMinimum(f, initialGuess);

Any help would be appreciated.