Hi Vladimir.
On Thu, 28 Sep 2017 09:37:15 -0400, Vladimir Blagojevic wrote:
I've read optimization guide (http://commons.apache.org/pro
per/commons-math/userguide/optimization.html) yet I'm still unsure
about how
to apply optimization examples in my case.
The unit tests provide working examples of how to use the
library, e.g.:
https://git1-us-west.apache.org/repos/asf?p=commons-math.git;a=blob;f=src/test/java/org/apache/commons/math4/fitting/leastsquares/StraightLineProblem.java
should help you get started.
HTH,
Gilles
I have a set of nonlinear equations in the form:
e^(qt)S - e^(rt)K1 = b1
e^(qt)S - e^(rt)K2 = b2
...
e^(qt)S - e^(rt)Kn = bn
r and q are unknown variables (parameters?), while S, t, K1...Kn are
known
scalars. b1...bn is a set of known scalar observations that could
contain
errors.
Since r,q are two unknown variables I could simply solve the set of
two
equations b1,b2 and find the desired q and r. However, those two
particular
observations b1 and b2 could contain the most error in observation
set data
thus propagating the error to r and q.
How could I use optimization package to find optimal r and q for the
entire
set of observations that would minimize the sum of the difference?
Regards,
Vladimir
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