Nonlinear Equation System PDL Least Squares Solver
ILNumerics Optimization Toolbox is used to solve a system of nonlinear equations F(x) = 0. The equations are wrapped into a dedicated class and assemble a cost function which returns the output of 4 nonlinear functions according to the input of a 4 element vector. The Powell's Dog Leg least squares solver is used to find the minimum of
argmin { || F(x) ||^2, subject to x in R^n
The minimizer found corresponds to the solution x of the original equation F(x) = 0. The example is easily extensible to more dimensions and arbitrary cost functions F(x).
Last modified: August 25 2021 18:29