Algorithms

Algorithms available within OSTRICH Development

Initial Publication:

Modified:

Contents

1 Search Algorithms

3 Multi-objective Calibrations

2 Uncertainty Estimation

4 Additional Algorithms

1 Search Algorithms

Each algorithm has its own configuration group, wherein the user can specify the values for various algorithm control variables. Additional optional configuration variables and groups (i.e. Warm Start, Pre-Emption, Parameter Correction, a List of Initial Parameters, Math and Stats, and Line Search) may also be available for a given algorithm, as indicated in Table 1.

Bisection

Fletcher-Reeves

Gauss-Marquardt-Levenberg

Multi-Start GML with Trajectory Repulsion

Gridded Exhaustive Search

Powell's Algorithm

Steepest Descent

Particle Swarm Optimization (PSO)

Asynchronous Parallel Particle Swarm Optimization

Particle Swarm Optimization with GML Polishing

Balanced Exploration-Exploitation Random Search

Binary and Real coded Genetic Algorithms

Simulated Annealing

Combinatorial (Discrete) Simulated Annealing

Vanderbilt-Louie Simulated Annealing

Dynamically Dimensioned Search (DDS)

Asynchronous Parallel Dynamically Dimensioned Search

Discrete Dynamically Dimensioned Search

Shuffled Complex

Sampling Algorithm (Big Bang - Big Crunch)

2 Uncertainty Estimation

Several of the search algorithms implemented in OSTRICH are designed to enumerate parameter probability distributions or behavioral parameter sets. Such algorithms are referred to as being “uncertainty-based” since they are not just concerned with identifying a single globally optimal parameter set. The configuration groups for these algorithms are described below.

DDS for Uncertainty Approximation

Generalized Likelihood Uncertainty Estimation (GLUE)

Metropolis-Hastings Markov Chain Monte Carlo (MCMC)

Rejection Sampling

3 Multi-objective Calibration

The algorithms described below seek to identify non-dominated solutions representing the tradeoff curve (i.e. pareto front) among conflicting objectives. These objectives can reflect a multi-criteria calibration exercise or a multi-objective optimization problem.

Pareto Archived DDS (PADDS)

Asynchronous Parallel PADDS

Simple Multi-Objective Optimization Test Heuristic (SMOOTH)

4 Additional Algorithms

Mathematics and Statistics

Line Search

General-purpose Constrained Optimization Platform (GCOP)