Article View: sci.math.stat
Article #817Minimization for non-linear LSQ
From: Conor McMenamin
Date: Thu, 07 Jan 1993 11:23
Date: Thu, 07 Jan 1993 11:23
20 lines
1406 bytes
1406 bytes
Hi, I hope this isn't the wrong place to post. I am working on a project where I have to do non-linear least-squares fitting with large data sets to a complicated function. Up until now I have been using the Downhill Simplex Method of Nelder and Mead (see Numerical Recipes) to perform the minimization. This has given me good results, but is extremely processor-time intensive. I have tried using Powell's method (also see Numerical Recipes) but found that the Downhill Simplex is better at finding deeper 'global' minima-Powell's tends to find a stable local minimum and stay there. However, you may have noticed my problem, I only have Numerical Recipes as a source. Does anyone have any suggestions of references which will give a selection of minimization techniques I can try which are a little more state-of-the-art than those in NR? I am presuming that minimization techniques have emerged which are not mentioned in NR which may be suitable. Yours Hopefully, Conor. P.S. I'm only an experimental physicist, so please be gentle!
Technical Details
Message-ID:
<1993Jan7.112313.163@syma.sussex.ac.uk>Path:
arc1-ca.pugleaf.net!sparky!uunet!spool.mu.edu!agate!doc.ic.ac.uk!syma!mppu3Show Full Headers
Complete Article Headers
Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!spool.mu.edu!agate!doc.ic.ac.uk!syma!mppu3 From: mppu3@syma.sussex.ac.uk (Conor McMenamin) Subject: Minimization for non-linear LSQ Message-ID: <1993Jan7.112313.163@syma.sussex.ac.uk> Organization: University of Sussex X-Newsreader: Tin 1.1 PL5 Date: Thu, 7 Jan 1993 11:23:13 GMT Lines: 20