com.imsl.test.example.math

Class BoundedLeastSquaresEx2

java.lang.Object

com.imsl.test.example.math.BoundedLeastSquaresEx2

public class BoundedLeastSquaresEx2
extends Object

Solves a nonlinear least squares problem subject to bounds with a supplied Jacobian and initial guess.

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

$$f_0 (x) = 10(x_1 - x_0^2 ) \,\, {\rm{and}} \,\, f_1 (x) = (1 - x_0 ).$$

An initial guess $(-1.2, 1.0)$ is supplied, as well as the analytic Jacobian. The residual at the approximate solution is returned.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
BoundedLeastSquaresEx2()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BoundedLeastSquaresEx2

public BoundedLeastSquaresEx2()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception