Levenberg Marquardt with box constraints?

[N9-Tails]

Hello. I am wondering if there is any workarounds in the library to support box constraints during the Levenberg Marquardt optimization. Any guidance would help tremendously. Thanks in advance!

[mblondel]

You could try a change of variable, min f(x) s.t. L <= x <= U <-> min f(min(max(x, L), U)), potentially replacing min and max with soft approximations.

[Joshuaalbert]

As a suggesting, you can use these constraints to/from unit interval. It's faster than using something like sigmoid. https://github.com/Joshuaalbert/jaxns/blob/main/jaxns/internals/constraint_bijections.py#L11