Enlsip.jl: A Julia optimization package to solve constrained nonlinear least-squares problems

Abstract

Enlsip.jl is a Julia (Bezanson et al., 2017) package that implements a solver for nonlinear least-squares problems with nonlinear constraints. This type of problem is mathematically formulated as:where the functions (𝑟 1 , … , 𝑟 𝑚 ), often denoted as the residuals, and constraints (𝑐 1 , … , 𝑐 ℓ ) are two-times differentiable. This package is the Julia version of ENLSIP (Easy Nonlinear Least Squares Inequality Program), an open-source Fortran77 library developed by Lindström & Wedin (1988) 1 .