A global optimization technique for zero-residual nonlinear least-squares problems

dc.contributor.advisorTapia, Richard A.
dc.creatorVelazquez Martinez, Leticia
dc.date.accessioned2009-06-04T06:59:27Z
dc.date.available2009-06-04T06:59:27Z
dc.date.issued2000
dc.description.abstractThis thesis introduces a globalization strategy for approximating global minima of zero-residual least-squares problems. This class of nonlinear programming problems arises often in data-fitting applications in the fields of engineering and applied science. Such minimization problems are formulated as a sum of squares of the errors between the calculated and observed values. In a zero-residual problem at a global solution, the calculated values from the model matches exactly the known data. The presence of multiple local minima is the main difficulty. Algorithms tend to get trapped at local solutions when applied to these problems. The proposed algorithm is a combination of a simple random sampling, a Levenberg-Marquardt-type method, a scaling technique, and a unit steplength. The key component of the algorithm is that a unit steplength is used. An interesting consequence is that this approach is not attracted to non-degenerate saddle points or to large-residual local minima. Numerical experiments are conducted on a set of zero-residual problems, and the numerical results show that the new multi-start strategy is relatively more effective and robust than some other global optimization algorithms.
dc.format.extent70 p.en_US
dc.format.mimetypeapplication/pdf
dc.identifier.callnoTHESIS MATH.SCI. 2000 VELAZQUEZ MARTINEZ
dc.identifier.citationVelazquez Martinez, Leticia. "A global optimization technique for zero-residual nonlinear least-squares problems." (2000) Diss., Rice University. <a href="https://hdl.handle.net/1911/19533">https://hdl.handle.net/1911/19533</a>.
dc.identifier.urihttps://hdl.handle.net/1911/19533
dc.language.isoeng
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.
dc.subjectMathematics
dc.titleA global optimization technique for zero-residual nonlinear least-squares problems
dc.typeThesis
dc.type.materialText
thesis.degree.departmentMathematical Sciences
thesis.degree.disciplineEngineering
thesis.degree.grantorRice University
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy
Files
Original bundle
Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
9969293.PDF
Size:
2.26 MB
Format:
Adobe Portable Document Format