Integrate comments from review

Author: timmens

src/optimagic/optimization/optimize.py

@@ -561,9 +561,6 @@ def _optimize(problem: OptimizationProblem) -> OptimizeResult:
     # Strict checking if bounds are required and infinite values in bounds
     # ==================================================================================
     if problem.algorithm.algo_info.supports_bounds:
-        # NOTE: All-infinite bounds arrays are normalized to None in bounds processing,
-        # so we only need to handle the cases: None bounds, or mixed finite/infinite
-        # bounds
         bounds_missing = (
             internal_params.lower_bounds is None or internal_params.upper_bounds is None
         )

src/optimagic/parameters/scale_conversion.py

@@ -117,9 +117,14 @@ def calculate_scaling_factor_and_offset(
         raw_factor = np.clip(np.abs(x), options.clipping_value, np.inf)
         scaling_offset = None
     elif options.method == "bounds":
-        if lower_bounds is None or upper_bounds is None:
+        if (
+            lower_bounds is None
+            or np.isinf(lower_bounds).any()
+            or upper_bounds is None
+            or np.isinf(upper_bounds).any()
+        ):
             raise ValueError(
-                "Finite bounds must be provided for 'bounds' scaling method."
+                "To use the 'bounds' scaling method, all bounds must be finite."
             )
         raw_factor = upper_bounds - lower_bounds
         scaling_offset = lower_bounds