Nonlinear Least Squares Problem with Linear (Bound) Constraints

The nonlinear least squares problem with linear bound constraints is very similar to the nonlinear least squares problem without constraints but it has the following constraints:

See usage examples in FORTRAN and C in the examples\solver\source folder of your Intel MKL directory (ex_nlsqp_bc_f.f and ex_nlsqp_bc_c.c, respectively).

RCI TR Routines for Problem with Bound Constraints
Routine Name	Operation
?trnlspbc_init	Initializes the solver.
?trnlspbc_check	Checks correctness of the input parameters.
?trnlspbc_solve	Solves a nonlinear least squares problem using RCI and the Trust-Region algorithm.
?trnlspbc_get	Retrieves the number of iterations, stop criterion, initial residual, and final residual.
?trnlspbc_delete	Releases allocated data.