Contents

?trnlspbc_solve

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

Syntax

Include Files
• mkl.h
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
[0]
-3
||
F
(
x
)||
2
<
eps
[1]
-4
The Jacobian matrix is singular.
||
J
(
x
)
[
m
*(
j
-1)...
m
*
j
-1]
||
2
<
eps
[2]
,
j
= 1, ...,
n
-5
||
s
||
2
<
eps
[3]
-6
||
F
(
x
)||
2
- ||
F
(
x
) -
J
(
x
)
s
||
2
<
eps
[4]
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
_TRNSPBC_HANDLE_t
.
fvec
Array of size
m
. Contains the function values at
X
, where
fvec
[
i
]
= (
y
i
f
i
(
x
))
.
fjac
Array of size
m
by
n
. Contains the Jacobian matrix of the function.
Output Parameters
fvec
Array of size
m
. Updated function evaluated at
x
.
RCI_Request
See the Description section for the parameter values and their meaning.
res
res
=
TR_SUCCESS
means the routine completed the task normally.
TR_SUCCESS
is defined in the
mkl_rci.h
include file.

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.