1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
|
<html><head>
<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<title>lsqnonneg</title>
<style type="text/css" media="all">
@import url("scilab_code.css");
@import url("xml_code.css");
@import url("c_code.css");
@import url("style.css");
</style>
</head>
<body>
<div class="manualnavbar">
<table width="100%"><tr>
<td width="30%">
<span class="previous"><a href="lsqlin.html"><< lsqlin</a></span>
</td>
<td width="40%" class="center">
<span class="top"><a href="section_19f4f1e5726c01d683e8b82be0a7e910.html">Symphony Toolbox</a></span>
</td>
<td width="30%" class="next">
<span class="next"><a href="qpipopt.html">qpipopt >></a></span>
</td>
</tr></table>
<hr />
</div>
<span class="path"><a href="index.html">Symphony Toolbox</a> >> <a href="section_19f4f1e5726c01d683e8b82be0a7e910.html">Symphony Toolbox</a> > lsqnonneg</span>
<br /><br />
<div class="refnamediv"><h1 class="refname">lsqnonneg</h1>
<p class="refpurpose">Solves nonnegative least-squares curve fitting problems.</p></div>
<div class="refsynopsisdiv"><h3 class="title">Calling Sequence</h3>
<div class="synopsis"><pre><span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqnonneg</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">)</span>
<span class="default">xopt</span><span class="default"> = </span><span class="functionid">lsqnonneg</span><span class="default">(</span><span class="default">C</span><span class="default">,</span><span class="default">d</span><span class="default">,</span><span class="default">param</span><span class="default">)</span>
<span class="default">[</span><span class="default">xopt</span><span class="default">,</span><span class="default">resnorm</span><span class="default">,</span><span class="default">residual</span><span class="default">,</span><span class="default">exitflag</span><span class="default">,</span><span class="default">output</span><span class="default">,</span><span class="default">lambda</span><span class="default">] = </span><span class="functionid">lsqnonneg</span><span class="default">( ... )</span></pre></div></div>
<div class="refsection"><h3 class="title">Parameters</h3>
<dl><dt><span class="term">C :</span>
<dd><p class="para">a matrix of double, represents the multiplier of the solution x in the expression C*x - d. Number of columns in C is equal to the number of elements in x.</p></dd></dt>
<dt><span class="term">d :</span>
<dd><p class="para">a vector of double, represents the additive constant term in the expression C*x - d. Number of elements in d is equal to the number of rows in C matrix.</p></dd></dt>
<dt><span class="term">xopt :</span>
<dd><p class="para">a vector of double, the computed solution of the optimization problem.</p></dd></dt>
<dt><span class="term">resnorm :</span>
<dd><p class="para">a double, objective value returned as the scalar value norm(C*x-d)^2.</p></dd></dt>
<dt><span class="term">residual :</span>
<dd><p class="para">a vector of double, solution residuals returned as the vector d-C*x.</p></dd></dt>
<dt><span class="term">exitflag :</span>
<dd><p class="para">A flag showing returned exit flag from Ipopt. It could be 0, 1 or 2 etc. i.e. Optimal, Maximum Number of Iterations Exceeded, CPU time exceeded. Other flags one can see in the lsqlin macro.</p></dd></dt>
<dt><span class="term">output :</span>
<dd><p class="para">Structure containing information about the optimization. This version only contains number of iterations.</p></dd></dt>
<dt><span class="term">lambda :</span>
<dd><p class="para">Structure containing the Lagrange multipliers at the solution xopt. It contains lower, upper bound multiplier and linear equality, inequality constraint multiplier.</p></dd></dt></dl></div>
<div class="refsection"><h3 class="title">Description</h3>
<p class="para">Solves nonnegative least-squares curve fitting problems specified by :</p>
<p class="para"><span><img src='./_LaTeX_lsqnonneg.xml_1.png' style='position:relative;top:19px;width:193px;height:46px'/></span></p>
<p class="para">The routine calls Ipopt for solving the nonnegative least-squares curve fitting problems, Ipopt is a library written in C++.</p>
<p class="para"></p></div>
<div class="refsection"><h3 class="title">Examples</h3>
<div class="programlisting"><table border="0" width="100%"><tr><td width="98%"><pre class="scilabcode"><span class="scilabcomment">// A basic lsqnonneg problem</span>
<span class="scilabid">C</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span>
<span class="scilabnumber">1</span> <span class="scilabnumber">1</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span>
<span class="scilabnumber">0</span> <span class="scilabnumber">1</span> <span class="scilabnumber">1</span><span class="scilabdefault">;</span>
<span class="scilabnumber">1</span> <span class="scilabnumber">0</span> <span class="scilabnumber">0</span><span class="scilabdefault">;</span>
<span class="scilabnumber">0</span> <span class="scilabnumber">0</span> <span class="scilabnumber">1</span><span class="scilabopenclose">]</span>
<span class="scilabid">d</span> <span class="scilaboperator">=</span> <span class="scilabopenclose">[</span><span class="scilabnumber">89</span><span class="scilabdefault">;</span>
<span class="scilabnumber">67</span><span class="scilabdefault">;</span>
<span class="scilabnumber">53</span><span class="scilabdefault">;</span>
<span class="scilabnumber">35</span><span class="scilabdefault">;</span>
<span class="scilabnumber">20</span><span class="scilabdefault">;</span><span class="scilabopenclose">]</span>
<span class="scilabopenclose">[</span><span class="scilabid">xopt</span><span class="scilabdefault">,</span><span class="scilabid">resnorm</span><span class="scilabdefault">,</span><span class="scilabid">residual</span><span class="scilabdefault">,</span><span class="scilabid">exitflag</span><span class="scilabdefault">,</span><span class="scilabid">output</span><span class="scilabdefault">,</span><span class="scilabid">lambda</span><span class="scilabopenclose">]</span> <span class="scilaboperator">=</span> <span class="scilabid">lsqnonneg</span><span class="scilabopenclose">(</span><span class="scilabid">C</span><span class="scilabdefault">,</span><span class="scilabid">d</span><span class="scilabopenclose">)</span></pre></td><td valign="top"><a href="scilab://scilab.execexample/"><img src="ScilabExecute.png" border="0"/></a></td><td valign="top"><a href="scilab://scilab.editexample/"><img src="ScilabEdit.png" border="0"/></a></td><td></td></tr></table></div></div>
<div class="refsection"><h3 class="title">Authors</h3>
<ul class="itemizedlist"><li class="member">Harpreet Singh</li></ul></div>
<br />
<div class="manualnavbar">
<table width="100%">
<tr><td colspan="3" class="next"><a href="http://bugzilla.scilab.org/enter_bug.cgi?product=Scilab%20software&component=Documentation%20pages" class="ulink">Report an issue</a></td></tr>
<tr>
<td width="30%">
<span class="previous"><a href="lsqlin.html"><< lsqlin</a></span>
</td>
<td width="40%" class="center">
<span class="top"><a href="section_19f4f1e5726c01d683e8b82be0a7e910.html">Symphony Toolbox</a></span>
</td>
<td width="30%" class="next">
<span class="next"><a href="qpipopt.html">qpipopt >></a></span>
</td>
</tr></table>
<hr />
</div>
</body>
</html>
|