How to add variable constraints to the Nelder Mead simplex

EDIT: managed to do a bit myself, just the constraints left

Hi,

I am learning matlab for a little project I'm doing and I want to find the maximum of it using the Nelder Mead Simplex. i've found the algorithm on a random matlab forum and I'll post it on the bottom.

My function is one where there are 3 nonlinear elements and 4 linear elements. The 4 linear elements are estimated from the nonlinear via the matrix equation x=A\B so thats simple enough. What I require is for the algorithm to estimate the 3 nonlinears so the function is maximized.

The problem arizes when I want to implement constraints into the model, how do you do that?

This is the algorithm: http://people.sc.fsu.edu/~jburkardt/m_src/nelder_mead/nelder_mead.m

If you need any further info just say,

Thanks guys, Peter