Designed to minimize an arbitrary smooth sum of squares function subject to constraints (which may include simple bounds on the variables, linear constraints and smooth nonlinear constraints) using a sequential quadratic programming (SQP) method. As many first derivatives as possible should be supplied by the user; any unspecified derivatives are approximated by finite differences. It is not intended for large sparse problems. Classes : G2h1a1 . General nonlinear optimization with simple bounds of a smooth function, user provides no derivatives G2h1a2 . General nonlinear optimization with simple bounds of a smooth function, user provides first derivatives G2h2a1 . General nonlinear optimization with linear equality or inequality constraints of a smooth function, user provides no derivatives G2h2a2 . General nonlinear optimization with linear equality or inequality constraints of a smooth function, user provides first derivatives G2h3a1 . General nonlinear optimization of a smooth function with only smooth equality nonlinear constraints G2h3b1a . General nonlinear optimization of a smooth function with smooth equality and inequality nonlinear constraints, user provides no derivatives G2h3b1b . General nonlinear optimization of a smooth function with smooth equality and inequality nonlinear constraints, user provides first derivatives of function and constraints G4d . Find feasible point for optimization K1b2b . Nonlinearly constrained nonlinear least squares approximation L8e1b1 . Parameter estimation in nonlinear least squares regression using unweighted data, user provides no derivatives L8e1b2 . Parameter estimation in nonlinear least squares regression using unweighted data, user provides derivatives Type : C subroutine in NAGC library (E04 sublibrary). Access : Proprietary. Many implementations available. Precision: Double. Note : This procedure may also be invoked using the name e04unc. Usage : void nag_opt_nlin_lsq(Integer m,Integer n,Integer nclin,Integer ncnlin, double a[],Integer tda,double bl[],double bu[],double y[], void (*objfun) (Integer m, Integer n,double x[],double f[],double fjac[],Nag_Comm *comm), void (*confun) (Integer n,Integer ncnlin, Integer needc[],double x[],double conf[],double conjac[],Nag_Comm *comm),double x[],double *objf,double f[], double fjac[], Integer tdfjac,Nag_E04_Opt *options,Nag_Comm *comm, NagError *fail) See also : nag_opt_lp (e04mfc), nag_opt_lin_lsq (e04ncc), nag_opt_qp (e04nfc), nag_opt_nlp (e04ucc), nag_opt_init (e04xxc), nag_opt_read (e04xyc), nag_opt_free (e04xzc) Details : Documentation Example Example-input Example-output Local-details Sites : (1) ITL
ITL: Unix Workstation Network, National Institute of Standards and Technology (NIST), Gaithersburg, MD. Available to NIST staff. Precision: Double. Note : This procedure may also be invoked using the name e04unc. Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted. Link : cc -I/itl/links/generic/include -o prog prog.c -L/itl/links/generic/{lib lib32 lib64}{/mips3 /mips4} -lnagc -lm Local-details: cat /itl/apps/nagclib-6/docs/implementation Example : cat /itl/apps/nagclib-6/clsol06da/examples/source/e04unce.c Example-input: cat /itl/apps/nagclib-6/clsol06da/examples/data/e04unce.d Example-outpu: cat /itl/apps/nagclib-6/clsol06da/examples/results/e04unce.r Documentation: acroread /itl/apps/nagclib-6/docs/NAGdoc/cl/pdf/E04/e04unc_cl06.pdf
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