## Developer Reference

• 2020.2
• 07/15/2020
• Public Content
Contents

# ?trnlspbc_solve

Solves a nonlinear least squares problem with linear (bound) constraints using the Trust-Region algorithm.

## Syntax

Include Files
• Fortran:
mkl_rci.fi
,
mkl_rci.f90
Description
The
?trnlspbc_solve
routine, based on RCI, uses the Trust-Region algorithm to solve nonlinear least squares problems with linear (bound) constraints. The problem is stated as follows: where
l
i
x
i
u
i
i
= 1, ...,
n
.
The
RCI_Request
RCI_Request
Value
Description
2
Request to calculate the Jacobian matrix and put the result into
fjac
1
Request to recalculate the function at vector
X
and put the result into
fvec
0
One successful iteration step on the current trust-region radius (that does not mean that the value of
x
has changed)
-1
The algorithm has exceeded the maximum number of iterations
-2
Δ <
eps
(1)
-3
||
F
(
x
)||
2
<
eps
(2)
-4
The Jacobian matrix is singular.
||
J
(
x
)
(1:
m
,
j
)
||
2
<
eps
(3)
,
j
= 1, ...,
n
-5
||
s
||
2
<
eps
(4)
-6
||
F
(
x
)||
2
- ||
F
(
x
) -
J
(
x
)
s
||
2
<
eps
(5)
Note:
• J
(
x
)
is the Jacobian matrix.
• Δ
is the trust-region area.
• F
(
x
)
is the value of the functional.
• s
is the trial step.
Input Parameters
handle
Type
INTEGER*8
.
fvec
REAL
for
strnlspbc_solve
DOUBLE PRECISION
for
dtrnlspbc_solve
Array of size
m
. Contains the function values at
X
, where
fvec
(
i
)
= (
y
i
f
i
(
x
))
.
fjac
REAL
for
strnlspbc_solve
DOUBLE PRECISION
for
dtrnlspbc_solve
Array of size
m
by
n
. Contains the Jacobian matrix of the function.
Output Parameters
fvec