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

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  • Antanas Žilinskas

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  • Julius Žilinskas

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    Abstract

    A hybrid global optimization algorithm is proposed aimed at the class of objective functions with properties typical of the problems of non-linear least squares regression. Three components of hybridization are considered: simplicial partition of the feasible region, indicating and excluding vicinities of the main local minimizers from global search, and computing the indicated local minima by means of an efficient local descent algorithm. The performance of the algorithm is tested using a collection of non-linear least squares problems evaluated by other authors as difficult global optimization problems. Copyright Springer Science+Business Media, LLC. 2013

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    File URL: http://hdl.handle.net/10.1007/s10898-011-9840-9
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    Bibliographic Info

    Article provided by Springer in its journal Journal of Global Optimization.

    Volume (Year): 56 (2013)
    Issue (Month): 2 (June)
    Pages: 265-277

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    Handle: RePEc:spr:jglopt:v:56:y:2013:i:2:p:265-277

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    Web page: http://www.springer.com/business/operations+research/journal/10898

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    Keywords: Global optimization; Simplicial partition; Non-linear least squares;

    References

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    1. Goffe, William L. & Ferrier, Gary D. & Rogers, John, 1994. "Global optimization of statistical functions with simulated annealing," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 65-99.
    2. Demidenko, Eugene, 2006. "Criteria for global minimum of sum of squares in nonlinear regression," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1739-1753, December.
    3. Tvrdik, Josef & Krivy, Ivan & Misik, Ladislav, 2007. "Adaptive population-based search: Application to estimation of nonlinear regression parameters," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 713-724, October.
    4. Antanas Žilinskas & Julius Žilinskas, 2010. "P-algorithm based on a simplicial statistical model of multimodal functions," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 18(2), pages 396-412, December.
    5. Dorsey, Robert E & Mayer, Walter J, 1995. "Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(1), pages 53-66, January.
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    Cited by:
    1. Remigijus Paulavičius & Yaroslav Sergeyev & Dmitri Kvasov & Julius Žilinskas, 2014. "Globally-biased Disimpl algorithm for expensive global optimization," Journal of Global Optimization, Springer, vol. 59(2), pages 545-567, July.
    2. Remigijus Paulavičius & Julius Žilinskas, 2014. "Simplicial Lipschitz optimization without the Lipschitz constant," Journal of Global Optimization, Springer, vol. 59(1), pages 23-40, May.

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