Hi all, I have developped an algorithm in Matlab that uses the function lsqcurvefit. This function implements the trust-region-reflective algorithm in order to solve nonlinear curve-fitting (data-fitting) problems in least-squares sense. I use it because it supports upper and lower bounds constraints. According to the Matlab documentation:
"This algorithm is a subspace trust-region method and is based on the interior-reflective Newton method described in [1]<jar:file:///C:/Program%20Files/MATLAB/R2011a/help/toolbox/optim/help.jar%21/ug/lsqcurvefit.html#bqbni2i-1>and [2]<jar:file:///C:/Program%20Files/MATLAB/R2011a/help/toolbox/optim/help.jar%21/ug/lsqcurvefit.html#bqbni2l-1>. Each iteration involves the approximate solution of a large linear system using the method of preconditioned conjugate gradients (PCG)" [1] Coleman, T.F. and Y. Li, "An Interior, Trust Region Approach for Nonlinear Minimization Subject to Bounds," *SIAM Journal on Optimization*, Vol. 6, pp. 418-445, 1996. [2] Coleman, T.F. and Y. Li, "On the Convergence of Reflective Newton MeIthods for Large-Scale Nonlinear Minimization Subject to Bounds," *Mathematical Programming*, Vol. 67, Number 2, pp. 189-224, 1994. I would like to know if there is an implementation of this algorithm in the NLopt library? If no, is there some algorithm that would perform similarly to the one I use in Matlab? Thank you, Mike
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