Visible to Intel only — GUID: GUID-97CD4402-169E-473E-897E-2D67A7665DFE
Visible to Intel only — GUID: GUID-97CD4402-169E-473E-897E-2D67A7665DFE
Nonlinear Least Squares Problem without Constraints
The nonlinear least squares problem without constraints can be described as follows:
where
F(x) : Rn → Rm 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 the examples\f\nonlinear_solvers folderof your Intel® oneAPI Math Kernel Library directory. Specifically, see ex_nlsqp_f.f.
Routine Name |
Operation |
---|---|
Initializes the solver. |
|
Checks correctness of the input parameters. |
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Solves a nonlinear least squares problem using the Trust-Region algorithm. |
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Retrieves the number of iterations, stop criterion, initial residual, and final residual. |
|
Releases allocated data. |