A least-squares solver that enforces bounds on the solution values, typically expressed as . The solver applies the bounds during the iteration so that each trial step remains feasible.
| procedure, public :: apply_limits => ces_apply_limits | |
| procedure, public :: get_fcn_tolerance => es_get_fcn_tol | |
| procedure, public :: get_gradient_tolerance => es_get_grad_tol | |
| procedure, public :: get_lower_limits => ces_get_lower_bounds | |
| procedure, public :: get_max_fcn_evals => es_get_max_eval | |
| procedure, public :: get_print_status => es_get_print_status | |
| procedure, public :: get_step_scaling_factor => lss_get_factor | |
| procedure, public :: get_upper_limits => ces_get_upper_bounds | |
| procedure, public :: get_var_tolerance => es_get_var_tol | |
| procedure, public :: set_fcn_tolerance => es_set_fcn_tol | |
| procedure, public :: set_gradient_tolerance => es_set_grad_tol | |
| procedure, public :: set_lower_limits => ces_set_lower_bounds | |
| procedure, public :: set_max_fcn_evals => es_set_max_eval | |
| procedure, public :: set_print_status => es_set_print_status | |
| procedure, public :: set_step_scaling_factor => lss_set_factor | |
| procedure, public :: set_upper_limits => ces_set_upper_bounds | |
| procedure, public :: set_var_tolerance => es_set_var_tol | |
| procedure, public :: solve => lss_solve |
Defines a constrained least-squares solver using Powell's trust region method. The method seeks a correction that reduces the residual vector while remaining inside a trust region of size and the bounds . The trial step is formed from a Gauss-Newton step a steepest-descent step and a dogleg combination with chosen so that . If the trust-region step is rejected, a backtracking line search is used to improve the step acceptance.
| procedure, public :: apply_limits => ces_apply_limits | |
| procedure, public :: get_fcn_tolerance => es_get_fcn_tol | |
| procedure, public :: get_gradient_tolerance => es_get_grad_tol | |
| procedure, public :: get_lower_limits => ces_get_lower_bounds | |
| procedure, public :: get_max_fcn_evals => es_get_max_eval | |
| procedure, public :: get_print_status => es_get_print_status | |
| procedure, public :: get_step_scaling_factor => cls_get_factor | |
| procedure, public :: get_trust_region_radius => cls_get_radius | |
| procedure, public :: get_upper_limits => ces_get_upper_bounds | |
| procedure, public :: get_var_tolerance => es_get_var_tol | |
| procedure, public :: set_fcn_tolerance => es_set_fcn_tol | |
| procedure, public :: set_gradient_tolerance => es_set_grad_tol | |
| procedure, public :: set_lower_limits => ces_set_lower_bounds | |
| procedure, public :: set_max_fcn_evals => es_set_max_eval | |
| procedure, public :: set_print_status => es_set_print_status | |
| procedure, public :: set_step_scaling_factor => cls_set_factor | |
| procedure, public :: set_trust_region_radius => cls_set_radius | |
| procedure, public :: set_upper_limits => ces_set_upper_bounds | |
| procedure, public :: set_var_tolerance => es_set_var_tol | |
| procedure, public :: solve => cls_solve |
Defines a Levenberg-Marquardt solver for unconstrained least-squares problems. The update is obtained from the damped normal equations where is the residual vector and .
| procedure, public :: get_fcn_tolerance => es_get_fcn_tol | |
| procedure, public :: get_gradient_tolerance => es_get_grad_tol | |
| procedure, public :: get_max_fcn_evals => es_get_max_eval | |
| procedure, public :: get_print_status => es_get_print_status | |
| procedure, public :: get_step_scaling_factor => lss_get_factor | |
| procedure, public :: get_var_tolerance => es_get_var_tol | |
| procedure, public :: set_fcn_tolerance => es_set_fcn_tol | |
| procedure, public :: set_gradient_tolerance => es_set_grad_tol | |
| procedure, public :: set_max_fcn_evals => es_set_max_eval | |
| procedure, public :: set_print_status => es_set_print_status | |
| procedure, public :: set_step_scaling_factor => lss_set_factor | |
| procedure, public :: set_var_tolerance => es_set_var_tol | |
| procedure, public :: solve => lss_solve |