Optimization Toolbox

Quadratic Programming

In this case the function f(x) is the quadratic equation

The subspace trust region method is used to determine a search direction. However, instead of restricting the step to (possibly) one reflection step as in the nonlinear minimization case, a piecewise reflective line search is conducted at each iteration. See [5] for details of the line search.

Nonlinear Least Squares

Linear Least Squares