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felixr
04-28-2006, 03:06 PM
I am trying to minimize a non-linear vector-valued function of several variables. I could not find a routine in the IMSL user's manual that would help me with this problem. Did I overlook something? Are there routines that minimize vector-valued functions, i.e. something similar to the Matlab routine lsqnonlin?

Thanks a lot!
Felix

ed
04-28-2006, 04:14 PM
Matlab's LSQNONLIN is a nonlinear least squares minimization using the Levenberg-Marquardt method. This lines up with the following routines:

IMSL Fortran: UNLSF/UNLSJ (finite-difference or user-supplied Jacobian)
IMSL C: nonlin_least_squares
JMSL for Java: NonlinLeastSquares class
IMSL C# for .NET: NonlinLeastSquares class

For more optimization options, see the Optimization chapter (Math, Chapter 8).