Solves a nonlinear least squares problem with linear (bound) constraints using the Trust-Region algorithm.
?trnlspbc_solveroutine, based on RCI, uses the Trust-Region algorithm to solve nonlinear least squares problems with linear (bound) constraints. The problem is stated as follows:
i= 1, ...,
RCI_Requestparameter provides additional information:
Request to calculate the Jacobian matrix and put the result into
Request to recalculate the function at vector
Xand put the result into
One successful iteration step on the current trust-region radius (that does not mean that the value of
The algorithm has exceeded the maximum number of iterations
The Jacobian matrix is singular.
j= 1, ...,
- is the Jacobian matrix.J(x)
- Δis the trust-region area.
- is the value of the functional.F(x)
- sis the trial step.
- REALforstrnlspbc_solveDOUBLE PRECISIONfordtrnlspbc_solveArray of sizem. Contains the function values atX, wherefvec(i)= (.y–if(ix))
- REALforstrnlspbc_solveDOUBLE PRECISIONfordtrnlspbc_solveArray of sizembyn. Contains the Jacobian matrix of the function.