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Article #817

Minimization for non-linear LSQ

#817
From: Conor McMenamin
Date: Thu, 07 Jan 1993 11:23
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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!
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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!mppu3

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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
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Date: Thu, 7 Jan 1993 11:23:13 GMT
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