Summer of Code - Getting Started: Difference between revisions

(→‎Nonlinear and constrained least squares: linked to existing implementations in Optimization package (ht Olaf))
Line 97: Line 97:
=== Nonlinear and constrained least squares ===
=== Nonlinear and constrained least squares ===


The [[Optimization package]] is missing the functions <tt>lsqcurvefit</tt>, <tt>lsqlin</tt>, <tt>lsqnonlin</tt> to conveniently solve least-squares problems that are nonlinear and/or constrained. Some of the needed algorithms may already be present in the code called by [http://octave.sourceforge.net/optim/function/nonlin_residmin.html <tt>nonlin_residmin</tt>] and [http://octave.sourceforge.net/optim/function/nonlin_curvefit.html <tt>nonlin_curvefit</tt>]. Also, there are free implementations of needed algorithms in other languages, such as [http://www.netlib.org/minpack/ minpack] in Fortran and [http://users.ics.forth.gr/~lourakis/levmar/ levmar] in C. This project would link to or port these implementations and develop Matlab-compatible Octave wrappers.
The [[Optimization package]] is missing the functions <tt>lsqcurvefit</tt>, <tt>lsqlin</tt>, <tt>lsqnonlin</tt> to conveniently solve least-squares problems that are nonlinear and/or constrained. Some of the needed algorithms may already be present in the [http://octave.sourceforge.net/optim/overview.html Optimization package], cf. the documentation for <tt>leasqr</tt>, <tt>nonlin_residmin</tt>, <tt>nonlin_curvefit</tt>, <tt>nonlin_min</tt>. Also, there are free implementations of needed algorithms in other languages, such as [http://www.netlib.org/minpack/ minpack] in Fortran and [http://users.ics.forth.gr/~lourakis/levmar/ levmar] in C. This project would link to or port these implementations and develop Matlab-compatible Octave wrappers. Implementing related [http://wiki.octave.org/Optimization_package missing optimization functions] such as  <tt>fmincon</tt> could also be part of the project.
 
'''Mentor:''' Nir Krakauer
'''Mentor:''' Nir Krakauer


281

edits