Intel® Math Kernel Library provides tools for solving nonlinear least squares problems using the Trust-Region (TR) algorithms. Subroutines are available to solve nonlinear least squares problems with and without boundary constraints and also to compute the Jacobi matrix based on a central difference scheme.
For more information on the key concepts required to understand the use of the Intel MKL nonlinear least squares problem solver routines, see [Conn00]
Nonlinear optimization problem solver routines of Intel MKL are subdivided according to their purpose as follows:
Nonlinear Least Squares Problem without Constraints
Nonlinear Least Squares Problem with Linear (Boundary) Constraints
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