Adaptive hybrid optimization strategy for calibration and parameter estimation of physical models (1111.1204v1)

Abstract: A new adaptive hybrid optimization strategy, entitled squads, is proposed for complex inverse analysis of computationally intensive physical models. The new strategy is designed to be computationally efficient and robust in identification of the global optimum (e.g. maximum or minimum value of an objective function). It integrates a global Adaptive Particle Swarm Optimization (APSO) strategy with a local Levenberg-Marquardt (LM) optimization strategy using adaptive rules based on runtime performance. The global strategy optimizes the location of a set of solutions (particles) in the parameter space. The LM strategy is applied only to a subset of the particles at different stages of the optimization based on the adaptive rules. After the LM adjustment of the subset of particle positions, the updated particles are returned to the APSO strategy. The advantages of coupling APSO and LM in the manner implemented in squads is demonstrated by comparisons of squads performance against Levenberg-Marquardt (LM), Particle Swarm Optimization (PSO), Adaptive Particle Swarm Optimization (APSO; the TRIBES strategy), and an existing hybrid optimization strategy (hPSO). All the strategies are tested on 2D, 5D and 10D Rosenbrock and Griewank polynomial test functions and a synthetic hydrogeologic application to identify the source of a contaminant plume in an aquifer. Tests are performed using a series of runs with random initial guesses for the estimated (function/model) parameters. Squads is observed to have the best performance when both robustness and efficiency are taken into consideration than the other strategies for all test functions and the hydrogeologic application.