Developer Reference for Intel® oneAPI Math Kernel Library for C
Nonlinear Least Squares Problem with Linear (Bound) Constraints
The nonlinear least squares problem with linear bound constraints is very similar to the nonlinear least squares problem without constraints but it has the following constraints:
See usage examples in the examples\c\nonlinear_solvers folder of your directory. Specifically, see ex_nlsqp_bc_c.c .
There are two options for handling the boundary constraints enabled through the parameter array, see the description of eps[4]
RCI TR Routines for Problem with Bound Constraints
Routine Name |
Operation |
|---|---|
?trnlspbc_init (Initializes the solver of nonlinear least squares problem with linear (boundary) constraints.) |
Initializes the solver. |
?trnlspbc_check (Checks the correctness of handle and arrays containing Jacobian matrix, objective function, lower and upper bounds, and stopping criteria.) |
Checks correctness of the input parameters. |
?trnlspbc_solve (Solves a nonlinear least squares problem with linear (bound) constraints using the Trust-Region algorithm.) |
Solves a nonlinear least squares problem using RCI and the Trust-Region algorithm. |
?trnlspbc_get (Retrieves the number of iterations, stop criterion, initial residual, and final residual.) |
Retrieves the number of iterations, stop criterion, initial residual, and final residual. |
?trnlspbc_delete (Releases allocated data.) |
Releases allocated data. |