Nonlinear Least Squares with Linear Equality
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Hi,
I have a nonlinear least squares problem I need to solve, but I have a linear equality constraint on my parameters: a + b + c = 1.
I have been using lsqnonlin so far, is it possible to have constraints?
I tried substituting c = 1 - a - b, but it does not hold the equality because say if lsqnonlin arrives at the solution a = 0.7 and b = 0.7, a + b + c ~= 1.
Thanks
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Answers (1)
Walter Roberson
on 19 Oct 2015
lsqnonlin() and lsqcurvefit() can only have upper and lower bounds. lsqlin() allows linear constraints but it is only linear rather than non-linear
So... what you have to do is transform the objective to one that computes the sum of squares directly and use fmincon() to minimize the residual.
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