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Re: GSoC 2015: Optimization Package: Non-linear and constrained least sq


From: AsmaA
Subject: Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin
Date: Fri, 27 Feb 2015 13:00:50 -0800 (PST)

Hi,

Thank-you very much for the discussion on the project.

I am following up on details in the background.


Olaf Till-2 wrote
> If that'll be so, the project could indeed be to implement these
> functions as wrappers:
> 
> 1. 'lsqnonlin' wraps 'nonlin_residmin',
> 
> 2. 'lsqcurvefit' wraps either 'nonlin_curvefit', 'nonlin_residmin', or
>    even 'lsqnonlin',
> 
> 3. 'fmincon' wraps 'nonlin_min',
> 
> and maybe
> 
> 4. 'lsqlin' wraps ... (?).
> 
> Olaf

'lsqlin' should wrap around Octave's quadratic program 'qp' [2].

'lsqlin' problem is a special case of 'qp'. See [1]. I've derived it myself
to check.

I also noted that the constraint in Octave for 'qp' :
     A_lb <= A_in*x <= A_ub
has an added lower bound compared to MATLAB's 'quadprog' [3]. However, it
can be left blank [] in the function call to replicate 'quadprog'.

I guess we can also add a 'quadprog' wrapper around 'qp' to the list. :)

Kind Regards,
AsmaA

[1]
http://math.stackexchange.com/questions/869204/are-constrained-linear-least-squares-and-quadratic-programming-the-same-thin
[2]
https://www.gnu.org/software/octave/doc/interpreter/Quadratic-Programming.html
[3]
http://uk.mathworks.com/help/optim/ug/quadprog.html?searchHighlight=quadprog



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