package com.imsl.test.example.math; import com.imsl.math.*; /** *

* Solves a nonlinear least squares problem subject to bounds.

* *

* This examples solves the nonlinear least squares problem *

* $$\min \frac{1}{2}\sum\limits_{i = 0}^1 {f_i \left( x \right)^2 }$$ * *

* subject to the bounds

* $$- 2 \le x_0 \le 0.5$$ $$-1 \le x_1 \le 2$$ * *

* and where

* $$f_0 (x) = 10(x_1 - x_0^2 ) \,\, {\rm{and}} \,\, f_1 (x) = (1 - x_0 ).$$ * * @see Code * @see Output */ public class BoundedLeastSquaresEx1 { public static void main(String args[]) throws Exception { int m = 2; int n = 2; int ibtype = 0; double[] xlb = {-2.0, -1.0}; double[] xub = {0.5, 2.0}; BoundedLeastSquares.Function rosbck = new BoundedLeastSquares.Function() { public void compute(double[] x, double[] f) { f[0] = 10.0 * (x[1] - x[0] * x[0]); f[1] = 1.0 - x[0]; } }; BoundedLeastSquares zf = new BoundedLeastSquares(rosbck, m, n, ibtype, xlb, xub); zf.solve(); new PrintMatrix("Solution").print(zf.getSolution()); } }