Developer Reference for Intel® oneAPI Math Kernel Library for C
Nonlinear Least Squares Problem without Constraints
The nonlinear least squares problem without constraints can be described as follows:
 
  where
F(x) : Rn → Rm is a twice differentiable function in Rn.
Solving a nonlinear least squares problem means searching for the best approximation to the vector y with the model function fi(x) and nonlinear variables x. The best approximation means that the sum of squares of residuals yi - fi(x) is the minimum.
See usage examples in the examples\c\nonlinear_solvers folderof your Intel® oneAPI Math Kernel Library (oneMKL) directory. Specifically, see ex_nlsqp_f.fex_nlsqp_c.c.
Routine Name  |  
       Operation  |  
      
|---|---|
Initializes the solver.  |  
      |
Checks correctness of the input parameters.  |  
      |
Solves a nonlinear least squares problem using the Trust-Region algorithm.  |  
      |
Retrieves the number of iterations, stop criterion, initial residual, and final residual.  |  
      |
Releases allocated data.  |