Nonlinear Optimization Problem Solvers

Intel® oneAPI Math Kernel Library (oneMKL) provides tools for solving nonlinear least squares problems using the Trust-Region (TR) algorithms. The general nonlinear solver workflow and naming conventions are described here:

• Nonlinear Solver Organization and Implementation

• Nonlinear Solver Routine Naming Conventions

The solver routines are grouped according to their purpose as follows:

• Nonlinear Least Squares Problem without Constraints

• Nonlinear Least Squares Problem with Linear (Boundary) Constraints

• Jacobian Matrix Calculation Routines

For more information on the key concepts required to understand the use of the Intel® oneAPI Math Kernel Library nonlinear least squares problem solver routines, see [Conn00].