Example 1: Bounded Least Squares

The nonlinear least-squares problem

$min frac{1}{2}sumlimits_{i = 0}^1 {f_i left( x right)^2 }$

where

$f_0 (x) = 10(x_1 - x_0^2 ) ,, {rm{and}} ,, f_1 (x) = (1 - x_0 )$

is solved.

import com.imsl.math.*;

public class BoundedLeastSquaresEx1 {
    public static void main(String args[]) throws Exception {
        int m = 2;
        int n = 2;
        int ibtype = 0;
        double[] xlb = {-2.0, -1.0};
        double[] xub = {0.5, 2.0};
        
        BoundedLeastSquares.Function rosbck =
        new BoundedLeastSquares.Function() {
            public void compute(double[] x, double[] f) {
                f[0] = 10.0*(x[1] - x[0]*x[0]);
                f[1] = 1.0 - x[0];
            }
        };
        
        BoundedLeastSquares zf =
        new BoundedLeastSquares(rosbck, m, n, ibtype, xlb, xub);
        
        zf.solve();
        new PrintMatrix("Solution").print(zf.getSolution());
    }
}

Output

Solution
    0    
0  0.5   
1  0.25

Link to Java source.