# Nonlinear Least Squares Problem

Nonlinear least squares problem can be described as follows:

where `F(x) : Rn → R` is a twice differentiable function in Rn. Solving of nonlinear least squares problem is searching for the best approximation to vector y with the model function that has nonlinear dependence on variables x. Best approximation means that the sum of squares of residuals is the lowest possible.

If

then

where `R(x)={ri(x)}`, i = 1, ... m.

Parent topic: Optimization Solvers Basics