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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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- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, (continued)
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Olaf Till, 2015/02/25
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Julien Bect, 2015/02/25
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Nir Krakauer, 2015/02/25
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Olaf Till, 2015/02/25
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Olaf Till, 2015/02/26
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Nir Krakauer, 2015/02/26
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Nir Krakauer, 2015/02/27
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Olaf Till, 2015/02/27
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Nir Krakauer, 2015/02/27
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Olaf Till, 2015/02/28
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin,
AsmaA <=
- Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Olaf Till, 2015/02/28
Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin, Asma Afzal, 2015/02/24