Nonlinear Least Squares Problem without Constraints

The nonlinear least squares problem without constraints can be described as follows:


Equation

where

F(x) : RnRm is a twice differentiable function in Rn.

Solving a nonlinear least squares problem means searching for the best approximation to the vector y with the model function fi(x) and nonlinear variables x. The best approximation means that the sum of squares of residuals yi - fi(x) is the minimum.

See usage examples in Fortran and C in the examples\solverf\source and examples\solverc\source folders of your Intel MKL directory, respectively. Specifically, see ex_nlsqp_f.f and ex_nlsqp_c.c.

RCI TR Routines

Routine Name

Operation

?trnlsp_init

Initializes the solver.

?trnlsp_check

Checks correctness of the input parameters.

?trnlsp_solve

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.

?trnlsp_delete

Releases allocated data.

For more complete information about compiler optimizations, see our Optimization Notice.