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 \(F(x) : R^{n} \rightarrow R^{m}\) is a twice differentiable function in \(R^{n}\).
Solving a nonlinear least squares problem means searching for the best approximation to the vector y with the model function f_{i}(x) and nonlinear variables x . The best approximation means that the sum of squares of residuals y_{i} - f_{i}(x) is the minimum.
See usage examples in the examples\c\nonlinear_solvers folder of your directory. Specifically, see ex_nlsqp_c.c.
RCI TR Routines
Routine Name |
Operation |
|---|---|
?trnlsp_init (Initializes the solver of a nonlinear least squares problem.) |
Initializes the solver. |
?trnlsp_check (Checks the correctness of handle and arrays containing Jacobian matrix, objective function, and stopping criteria.) |
Checks correctness of the input parameters. |
?trnlsp_solve (Solves a nonlinear least squares problem using the TR algorithm.) |
Solves a nonlinear least squares problem using the Trust-Region algorithm. |
?trnlsp_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. |
?trnlsp_delete (Releases allocated data.) |
Releases allocated data. |