nlsic
1.2.0Non Linear Least Squares with Inequality Constraints
Overview
We solve non linear least squares problems with optional equality and/or inequality constraints. Non linear iterations are globalized with back-tracking method. Linear problems are solved by dense QR decomposition from 'LAPACK' which can limit the size of treated problems. On the other side, we avoid condition number degradation which happens in classical quadratic programming approach. Inequality constraints treatment on each non linear iteration is based on 'NNLS' method (by Lawson and Hanson). We provide an original function 'lsi_ln' for solving linear least squares problem with inequality constraints in least norm sens. Thus if Jacobian of the problem is rank deficient a solution still can be provided. However, truncation errors are probable in this case. Equality constraints are treated by using a basis of Null-space. User defined function calculating residuals must return a list having residual vector (not their squared sum) and Jacobian. If Jacobian is not in the returned list, package 'numDeriv' is used to calculated finite difference version of Jacobian. The 'NLSIC' method was fist published in Sokol et al. (2012) doi:10.1093/bioinformatics/btr716.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
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- Return-value docs
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- References docs
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Checks run against github.com/mathscell/nlsic on 2026-08-16.
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Code & Tests
People & History
6 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.2.0Latest
- 1.1.12025-06-27 · diff ↗
- 1.1.02025-05-16 · diff ↗
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 1.0.42023-06-26 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.0.22022-04-12 · diff ↗
- 1.0.12022-01-11
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2022-01-11
- Total releases
- 6 / 4 yrs
- License
- GPL-2 OSI
- Download size
- 25 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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