Solver for sparse linearly-constrained non-linear least-squares -


are there algorithms or solvers solving non-linear least-squares problems jacobian known sparse, , solution constrained either:

  1. linear equality constraints , box constraints
  2. general linear inequality constraints

you might want check out existing open source codes eigen project , modified lapack-type library template numerical toolkit, contain support sparse matrices. can modify them suit specific needs well.

additionally, can check out thread non linear least squares library in c


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