Developer Reference

  • 0.9
  • 09/09/2020
  • Public Content
Contents

Nonlinear Least Squares Problem without Constraints

The nonlinear least squares problem without constraints can be described as follows:
Equation
where
F
(
x
) :
R
n
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\solverc\source
folderof your
Intel® oneAPI Math Kernel Library
directory. Specifically, see
ex_nlsqp_f.f
ex_nlsqp_c.c
.
RCI TR Routines
Routine Name
Operation
Initializes the solver.
Checks correctness of the input parameters.
Solves a nonlinear least squares problem using the Trust-Region algorithm.
Retrieves the number of iterations, stop criterion, initial residual, and final residual.
Releases allocated data.

Product and Performance Information

1

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Notice revision #20110804