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/commonsmath/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://git1uswest.apache.org/repos/asf?p=commonsmath.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

To unsubscribe, email: userunsubscribe@commons.apache.org
For additional commands, email: userhelp@commons.apache.org
