Michal, if you scale your variables to [0,1] for the optimization and use lower bounds as 0 and upper bounds as 1, this works pretty well. You can scale your variables back to the original scale when calling your objective function evaluation, i.e. x in [0,1], scale it to original interval by using z= xlow + x*(xup-xlow), evaluate f(z).
26 Nov 2013
Pairwise Distance Matrix
Compute a matrix of square Euclidean or Mahalanobis distances between points sets(fully optimized!).