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nlsic  

Non Linear Least Squares with Inequality Constraints
View on CRAN: Click here


Download and install nlsic package within the R console
Install from CRAN:
install.packages("nlsic")

Install from Github:
library("remotes")
install_github("cran/nlsic")

Install by package version:
library("remotes")
install_version("nlsic", "1.0.4")



Attach the package and use:
library("nlsic")
Maintained by
Serguei Sokol
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-11
Latest Update: 2023-06-26
Description:
We solve non linear least squares problems with optional equality and/or inequality constraints. Non linear iterations are globalized with back-tracking method. Linear problems are solved by dense QR decomposition from 'LAPACK' which can limit the size of treated problems. On the other side, we avoid condition number degradation which happens in classical quadratic programming approach. Inequality constraints treatment on each non linear iteration is based on 'NNLS' method (by Lawson and Hanson). We provide an original function 'lsi_ln' for solving linear least squares problem with inequality constraints in least norm sens. Thus if Jacobian of the problem is rank deficient a solution still can be provided. However, truncation errors are probable in this case. Equality constraints are treated by using a basis of Null-space. User defined function calculating residuals must return a list having residual vector (not their squared sum) and Jacobian. If Jacobian is not in the returned list, package 'numDeriv' is used to calculated finite difference version of Jacobian. The 'NLSIC' method was fist published in Sokol et al. (2012) .
How to cite:
Serguei Sokol (2022). nlsic: Non Linear Least Squares with Inequality Constraints. R package version 1.0.4, https://cran.r-project.org/web/packages/nlsic. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0.1 (2022-01-11 11:02), 1.0.2 (2022-04-12 18:00)
Other packages that cited nlsic R package
View nlsic citation profile
Other R packages that nlsic depends, imports, suggests or enhances
Complete documentation for nlsic
Functions, R codes and Examples using the nlsic R package
Some associated functions: Nulla . equa2vecmat . join . ldp . ls_ln . ls_ln_svd . lsi . lsi_ln . lsi_reg . lsie_ln . nlsic . tls . uplo2uco . 
Some associated R codes: nlsic.R .  Full nlsic package functions and examples
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