Enhancement of the downhill simplex method of optimization

2002 ◽  
Author(s):  
R. John Koshel
Keyword(s):  
Simplex Method ◽  
Downhill Simplex Method ◽  
Downhill Simplex

scholarly journals An automatic and effective parameter optimization method for model tuning

2015 ◽  
Vol 8 (11) ◽  
pp. 3579-3591 ◽  
Author(s):  
T. Zhang ◽  
L. Li ◽  
Y. Lin ◽  
W. Xue ◽  
F. Xie ◽  
...  
Keyword(s):  
Simplex Method ◽  
General Circulation ◽  
Model Development ◽  
Model Performance ◽  
Parameter Tuning ◽  
General Circulation Models ◽  
Development Stage ◽  
Optimum Combination ◽  
Downhill Simplex Method ◽  
Downhill Simplex

Abstract. Physical parameterizations in general circulation models (GCMs), having various uncertain parameters, greatly impact model performance and model climate sensitivity. Traditional manual and empirical tuning of these parameters is time-consuming and ineffective. In this study, a "three-step" methodology is proposed to automatically and effectively obtain the optimum combination of some key parameters in cloud and convective parameterizations according to a comprehensive objective evaluation metrics. Different from the traditional optimization methods, two extra steps, one determining the model's sensitivity to the parameters and the other choosing the optimum initial value for those sensitive parameters, are introduced before the downhill simplex method. This new method reduces the number of parameters to be tuned and accelerates the convergence of the downhill simplex method. Atmospheric GCM simulation results show that the optimum combination of these parameters determined using this method is able to improve the model's overall performance by 9 %. The proposed methodology and software framework can be easily applied to other GCMs to speed up the model development process, especially regarding unavoidable comprehensive parameter tuning during the model development stage.

Derivation of seismic cone interval velocities utilizing forward modeling and the downhill simplex method

2002 ◽  
Vol 39 (5) ◽  
pp. 1181-1192 ◽  
Author(s):  
Erick J Baziw
Keyword(s):  
Elastic Constants ◽  
Simplex Method ◽  
Forward Modeling ◽  
S Wave ◽  
Cone Penetration ◽  
Interval Velocity ◽  
Wave Velocities ◽  
Downhill Simplex Method ◽  
Downhill Simplex ◽  
Interval Velocities

The seismic cone penetration test (SCPT) has proven to be a very valuable geotechnical tool in facilitating the determination of low strain (<10–4%) in situ compression (P) and shear (S) wave velocities. The P- and S-wave velocities are directly related to the soil elastic constants of Poisson's ratio, shear modulus, bulk modulus, and Young's modulus. The accurate determination of P- and S-wave velocities from the recorded seismic cone time series is of paramount importance to the evaluation of reliable elastic constants. Furthermore, since the shear and compression wave velocities are squared in deriving the elastic constants, small variations in the estimated velocities can cause appreciable errors. The standard techniques implemented in deriving SCPT interval velocities rely upon obtaining reference P- and S-wave arrival times as the probe is advanced into the soil profile. By assuming a straight ray travel path from the source to the SCPT seismic receiver and calculating the relative reference arrival time differences, interval SCPT velocities are obtained. The forward modeling – downhill simplex method (FMDSM) outlined in this paper offers distinct advantages over conventional SCPT velocity profile estimation methods. Some of these advantages consist of the allowance of ray path refraction, greater sophistication in interval velocity determination, incorporation of measurement weights, and meaningful interval velocity accuracy estimators.Key words: seismic cone penetration testing (SCPT), downhill simplex method (DSM), forward modeling, Fermat's principle, weighted least squares (l2 norm), cost function.

Self-Localization Estimation for Mobile Robot Based on Map-Matching Using Downhill Simplex Method

2019 ◽  
Vol 31 (2) ◽  
pp. 212-220 ◽  
Author(s):  
Kazuya Okawa ◽  
Keyword(s):  
Mobile Robot ◽  
Particle Filter ◽  
Simplex Method ◽  
Map Matching ◽  
Correct Position ◽  
Point Distribution ◽  
Downhill Simplex Method ◽  
The Difference ◽  
Downhill Simplex ◽  
Indoor And Outdoor

This paper describes a map-matching method which utilizes a downhill simplex method for self-localization estimation of a mobile robot for indoor and outdoor application. Although particle filter is widely established as a method of map-matching, it requires considerable time for recovery when the correct position is unidentifiable. One of the features of the downhill simplex method proposed in this paper is that the search point distribution is wide when it is challenging to determine a point as the correct position. However, it immediately shrinks when the correct position is identified. In this study, it is compared with particle filter and demonstrates the effectiveness of the proposed method through a discussion on the difference between the search methods.

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