gistfile1.txt

using Optim
struct Box <: Optim.Manifold
    min
    max
end
import Optim.retract!
import Optim.project_tangent!
retract!(B::Box, x) = (x .= min.(B.max,max.(B.min, x)))
function project_tangent!(B::Box,g,x)
    for i in eachindex(x)
        if x[i] == B.min[i] || x[i] == B.max[i]
            g[i] = 0
        end
    end
end

n = 10
f(x) = -sum(abs2,x)
g(x) = -2x
g!(stor,x) = copy!(stor,g(x))
x0 = randn(n)

manif = Box(fill(-1.0, (n,)),fill(1.0, (n,)))
res = Optim.optimize(f, g!, x0, Optim.GradientDescent(manifold=manif))