A search grid for parameter optimization as a byproduct of model sensitivity analysis

被引:20
作者
Verwaeren, Jan [1 ]
Van der Weeen, Pieter [1 ]
De Baets, Bernard [1 ]
机构
[1] Univ Ghent, KERMIT, Dept Math Modelling Stat & Bioinformat, B-9000 Ghent, Belgium
关键词
Grid search; Parameter estimation; Sensitivity analysis; Sphere packing; INEXACT NEWTON METHODS; COVARIANT ALPHA-THEORY; INTERIOR-POINT METHODS; RIEMANNIAN-MANIFOLDS; CONVERGENCE BEHAVIOR; KANTOROVICHS THEOREM; LOCAL CONVERGENCE; SECTIONS;
D O I
10.1016/j.amc.2015.03.064
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Inverse problem solving, i.e. the retrieval of optimal values of model parameters from experimental data, remains a bottleneck for modelers. Therefore, a large variety of (heuristic) optimization algorithms has been developed to deal with the inverse problem. However, in some cases, the use of a grid search may be more appropriate or simply more practical. In this paper an approach is presented to improve the selection of the grid points to be evaluated and which does not depend on the knowledge or availability of the underlying model equations. It is suggested that using the information acquired through a sensitivity analysis can lead to better grid search results. Using the sensitivity analysis information, a Gauss-Newton-like matrix is constructed and the eigenvalues and eigenvectors of this matrix are employed to transform naive search grids into better thought-out ones. After a theoretical analysis of the approach, some computational experiments are performed using a simple linear model, as well as more complex nonlinear models. (C) 2015 Elsevier Inc. All rights reserved.
引用
收藏
页码:8 / 38
页数:31
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