第四章, 最优化与存储模型实验 4
2,基本实验 1
非线性最小二乘问题 解:由题可以得出: (1)最小二乘法,分别用x、y 代替 ξ、η平方和的形式时的 lingo 程序: sets: qu antity /1
15/: x ,y ; endsets min=@su m(qu antity : (b*2
71828^(c*x )+a-y )^2); @free(a); @free(b);@free(c); data: x =2 5 7 10 14 19 26 31 34 38 45 52 53 60 65; y =54 50 45 37 35 25 20 16 18 13 8 11 8 4 6; enddata 运行程序后可以得出: Local optimal solution found
Objective value: 44
78049 Infeasibilities: 0
000000 Extended solver steps: 5 Total solver iterations: 64 Model Class: NLP Total variables: 4 Nonlinear variables: 3 Integer variables: 0 Total constraints: 2 Nonlinear constraints: 1 Total nonzeros: 4 Nonlinear nonzeros: 3 Variable Value Reduced Cost B 57
33209 0
000000 C -0
4460386E-01 0
3922619E-07 A 2
430177 0
000000 X( 1) 2
000000 0
000000 X( 2) 5
000000 0
000000 X( 3) 7
000000 0
000000 X( 4)