scholarly journals COMPARISON OF LEVENBERG-MARQUARDT BASED LEAST SQUARES METHOD AND A HEURISTIC TECHNIQUE FOR ELECTRICITY DEMAND ESTIMATION

2015 ◽  
Vol 7 (1) ◽  
pp. 59-59
Author(s):  
Alireza Askarzadeh ◽  
Ali Heydari
Keyword(s):  
Least Squares ◽  
Least Squares Method ◽  
Demand Estimation ◽  
Electricity Demand ◽  
Levenberg Marquardt ◽  
Heuristic Technique

The solution of nonlinear inverse problems and the Levenberg-Marquardt method

Geophysics ◽  
2007 ◽  
Vol 72 (4) ◽  
pp. W1-W16 ◽  
Author(s):  
Jose Pujol
Keyword(s):  
Least Squares ◽  
Least Squares Method ◽  
Gravity Data ◽  
Nonlinear Problems ◽  
Ordinary Least Squares ◽  
Descent Method ◽  
Steepest Descent ◽  
Steepest Descent Method ◽  
Levenberg Marquardt ◽  
Damped Least Squares

Although the Levenberg-Marquardt damped least-squares method is an extremely powerful tool for the iterative solution of nonlinear problems, its theoretical basis has not been described adequately in the literature. This is unfortunate, because Levenberg and Marquardt approached the solution of nonlinear problems in different ways and presented results that go far beyond the simple equation that characterizes the method. The idea of damping the solution was introduced by Levenberg, who also showed that it is possible to do that while at the same time reducing the value of a function that must be minimized iteratively. This result is not obvious, although it is taken for granted. Moreover, Levenberg derived a solution more general than the one currently used. Marquardt started with the current equation and showed that it interpolates between the ordinary least-squares-method and the steepest-descent method. In this tutorial, the two papers are combined into a unified presentation, which will help the reader gain a better understanding of what happens when solving nonlinear problems. Because the damped least-squares and steepest-descent methods are intimately related, the latter is also discussed, in particular in its relation to the gradient. When the inversion parameters have the same dimensions (and units), the direction of steepest descent is equal to the direction of minus the gradient. In other cases, it is necessary to introduce a metric (i.e., a definition of distance) in the parameter space to establish a relation between the two directions. Although neither Levenberg nor Marquardt discussed these matters, their results imply the introduction of a metric. Some of the concepts presented here are illustrated with the inversion of synthetic gravity data corresponding to a buried sphere of unknown radius and depth. Finally, the work done by early researchers that rediscovered the damped least-squares method is put into a historical context.

‘Least squares’ method—theorem or law?

1980 ◽  
Vol 59 (9) ◽  
pp. 8
Author(s):  
D.E. Turnbull
Keyword(s):  
Least Squares ◽  
Least Squares Method

An Augmented Iteratively Re-weighted and Refined Least Squares Method for lp Minimization Problem in Inverse Modeling of Potential Field Magnetic Data

2020 ◽  
Vol 1 (3) ◽  
Author(s):  
Maysam Abedi
Keyword(s):  
Magnetic Field ◽  
Magnetic Susceptibility ◽  
Least Squares ◽  
Minimization Problem ◽  
Potential Field ◽  
Field Data ◽  
Least Squares Method ◽  
Porphyry Copper ◽  
Magnetic Data ◽  
Magnetic Field Data

The presented work examines application of an Augmented Iteratively Re-weighted and Refined Least Squares method (AIRRLS) to construct a 3D magnetic susceptibility property from potential field magnetic anomalies. This algorithm replaces an lp minimization problem by a sequence of weighted linear systems in which the retrieved magnetic susceptibility model is successively converged to an optimum solution, while the regularization parameter is the stopping iteration numbers. To avoid the natural tendency of causative magnetic sources to concentrate at shallow depth, a prior depth weighting function is incorporated in the original formulation of the objective function. The speed of lp minimization problem is increased by inserting a pre-conditioner conjugate gradient method (PCCG) to solve the central system of equation in cases of large scale magnetic field data. It is assumed that there is no remanent magnetization since this study focuses on inversion of a geological structure with low magnetic susceptibility property. The method is applied on a multi-source noise-corrupted synthetic magnetic field data to demonstrate its suitability for 3D inversion, and then is applied to a real data pertaining to a geologically plausible porphyry copper unit.  The real case study located in  Semnan province of  Iran  consists  of  an arc-shaped  porphyry  andesite  covered  by  sedimentary  units  which  may  have  potential  of  mineral  occurrences, especially  porphyry copper. It is demonstrated that such structure extends down at depth, and consequently exploratory drilling is highly recommended for acquiring more pieces of information about its potential for ore-bearing mineralization.

Theoretical accuracy of the last squares method in the isotope dilution analysis

1984 ◽  
Vol 49 (4) ◽  
pp. 805-820
Author(s):  
Ján Klas
Keyword(s):  
Least Squares ◽  
Isotope Dilution ◽  
Least Squares Method ◽  
Isotope Dilution Analysis ◽  
Straight Line ◽  
The One ◽  
Two Parameter ◽  
Theoretical Accuracy

The accuracy of the least squares method in the isotope dilution analysis is studied using two models, viz a model of a two-parameter straight line and a model of a one-parameter straight line.The equations for the direct and the inverse isotope dilution methods are transformed into linear coordinates, and the intercept and slope of the two-parameter straight line and the slope of the one-parameter straight line are evaluated and treated.

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