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Weighted LevenbergMarquardt and parameter boundaries

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Koldo
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Hello

I have some questions about non-linear optimization with our Unsupported/LevenbergMarquardt MINPACK implementation:

- Parameter boundaries
In some MINPACK implementations (mpfit, alglib) it is possible to set upper/lower boundaries to unknowns. It is possible in Eigen?

- Weighted non-linear least-squares
I'd like to set a weighting factor to equations from 1 to 0 so that equations with higher factor would weight more than others. How could it be implemented?

Best regards
Iñaki
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Koldo
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Progress on the topics during this weekend:

- Parameter boundaries
-- To force positive solutions in val: using abs(val) instead of val to calculate residual
-- To force solutions in val over certain value min: : using abs(val - min) + min instead of val to calculate residual

- Weighted non-linear least-squares
Calculate for each value a weight so that residual = (y - f(x))*weight

Best regards
Iñaki


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