A hybrid global optimization algorithm for non-linear least squares regression

2012 ◽  
Vol 56 (2) ◽  
pp. 265-277 ◽  
Author(s):  
Antanas Žilinskas ◽  
Julius Žilinskas
2000 ◽  
Vol 77 (5) ◽  
pp. 669 ◽  
Author(s):  
Sidney Young ◽  
Andrzej Wierzbicki

2020 ◽  
Vol 30 (1) ◽  
pp. 64-72 ◽  
Author(s):  
Elena Moltchanova ◽  
Shirin Sharifiamina ◽  
Derrick J. Moot ◽  
Ali Shayanfar ◽  
Mark Bloomberg

AbstractHydrothermal time (HTT) models describe the time course of seed germination for a population of seeds under specific temperature and water potential conditions. The parameters of the HTT model are usually estimated using either a linear regression, non-linear least squares estimation or a generalized linear regression model. There are problems with these approaches, including loss of information, and censoring and lack of independence in the germination data. Model estimation may require optimization, and this can have a heavy computational burden. Here, we compare non-linear regression with survival and Bayesian methods, to estimate HTT models for germination of two clover species. All three methods estimated similar HTT model parameters with similar root mean squared errors. However, the Bayesian approach allowed (1) efficient estimation of model parameters without the need for computation-intensive methods and (2) easy comparison of HTT parameters for the two clover species. HTT models that accounted for a species effect were superior to those that did not. Inspection of credibility intervals and estimated posterior distributions for the Bayesian HTT model shows that it is credible that most HTT model parameters were different for the two clover species, and these differences were consistent with known biological differences between species in their germination behaviour.


2008 ◽  
Vol 33-37 ◽  
pp. 1407-1412
Author(s):  
Ying Hui Lu ◽  
Shui Lin Wang ◽  
Hao Jiang ◽  
Xiu Run Ge

In geotechnical engineering, based on the theory of inverse analysis of displacement, the problem for identification of material parameters can be transformed into an optimization problem. Commonly, because of the non-linear relationship between the identified parameters and the displacement, the objective function bears the multimodal characteristic in the variable space. So to solve better the multimodal characteristic in the non-linear inverse analysis, a new global optimization algorithm, which integrates the dynamic descent algorithm and the modified BFGS (Brogden-Fletcher-Goldfrab-Shanno) algorithm, is proposed. Five typical multimodal functions in the variable space are tested to prove that the new proposed algorithm can quickly converge to the best point with few function evaluations. In the practical application, the new algorithm is employed to identify the Young’s modulus of four different materials. The results of the identification further show that the new proposed algorithm is a very highly efficient and robust one.


2008 ◽  
Vol 575-578 ◽  
pp. 1013-1019
Author(s):  
Ying Hui Lu ◽  
Shui Lin Wang ◽  
Hao Jiang

the inverse analysis to material parameters is often translated into an optimization for an objective function, based on the correlation between the material parameters and the foregone information. But mostly because of the non-linear correlation, a good optimization algorithm with the capabilities to avoid being trapped by local optima is required during the process of optimization. So the present paper proposes a new global optimization algorithm, which couples the dynamic canonical descent algorithm and the improved Powell’s algorithm. The high efficiency of the new algorithm is shown on four known problems classically for testing optimization algorithms and finally, in the non-linear inverse analysis, the new algorithm is used for optimizing an objective function to get material parameters rightly.


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