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Are there any algorithms or solvers for solving non-linear least-squares problems where the jacobian is known to always be sparse, and the solution is constrained with either:

  1. Linear equality constraints and box constraints
  2. General linear inequality constraints
alang
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  • You might want to ask this at http://math.stackexchange.com since your question is language-agnostical and about mathematical algorithms. – Niklas Rosencrantz May 14 '13 at 01:40
  • Thanks for the advice. Posted here: http://math.stackexchange.com/questions/390979/solver-for-sparse-linearly-constrained-non-linear-least-squares – alang May 14 '13 at 02:41

1 Answers1

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You might want to check out existing Open source codes like the Eigen Project and also a modified LAPACK-type library Template Numerical Toolkit, which contain good support for sparse matrices. You can always modify them to suit your specific needs as well.

Additionally, you can check out this thread Non linear least squares library in C

Community
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atmaere
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