Optimization on unit sphere?

[stevengj]

@ForceBru

Random question about Differential Evolution: do you happen to know if there’s a variant of DE that keeps all vectors of the population on the unit sphere or on the unit simplex?

A simple trick is to just change variables, to

\min_{y \in \mathbb{R}^n} f(y / \Vert y \Vert_2)