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What Is Optimization Toolbox?

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lsqnonlinand Requirements on page 2-42 for more information on what problemformulations are covered and what information must be provided.The preconditioner computation used in the preconditioned conjugategradient part of the large-scale method forms JTJ (where J is theJacobian matrix) before computing the preconditioner; therefore, a rowof J with many nonzeros, which results in a nearly dense product JTJ,can lead to a costly solution process for large problems.If components of x have no upper (or lower) bounds, then lsqnonlinprefers that the corresponding components of ub (or lb) besettoinf(or -inf for lower bounds) as opposed to an arbitrary but very largepositive (or negative for lower bounds) number.Medium-Scale <strong>Optimization</strong>The medium-scale algorithm does not handle bound constraints.Because the large-scale algorithm does not handle underdeterminedsystems and the medium-scale algorithm does not handle boundconstraints, problems with both these characteristics cannot be solvedby lsqnonlin.References[1] Coleman, T.F. and Y. Li, “An Interior, Trust Region Approachfor Nonlinear Minimization Subject to Bounds,” SIAM Journal on<strong>Optimization</strong>, Vol. 6, pp. 418–445, 1996.[2] Coleman, T.F. and Y. Li, “On the Convergence of Reflective NewtonMethods for Large-Scale Nonlinear Minimization Subject to Bounds,”Mathematical Programming, Vol. 67, Number 2, pp. 189-224, 1994.[3] Dennis, J.E., Jr., “Nonlinear Least-Squares,” State of the Art inNumerical Analysis, ed. D. Jacobs, Academic Press, pp. 269–312, 1977.[4] Levenberg, K., “A Method for the Solution of Certain Problems inLeast-Squares,” Quarterly Applied Math. 2, pp. 164–168, 1944.8-177

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