Package 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:

  • Constructor Details

    • BoundedLeastSquaresEx2

      public BoundedLeastSquaresEx2()

  • Method Details