Derivative Based vs. Derivative Free Optimization Methods for Nonlinear Optimum Experimental Design

Autor: Sebastian Sager, Stefan Körkel, Gerd Rücker, Huiqin Qu
Rok vydání: 2005
Předmět:
Zdroj: Current Trends in High Performance Computing and Its Applications ISBN: 3540257853
Popis: An important task in the procedure of the validation of dynamic process models is nonlinear optimum experimental design. It aims at computing experimental layouts, setups and controls in order to optimize the statistical reliability of parameter estimates from the resulting experimental data. The models we consider usually arise from applications in chemistry or chemical engineering and consist of nonlinear systems of differential equations, e.g. ordinary differential equations (ODE) or differential algebraic equations (DAE). Here we sketch our numerical approach (implemented in our software package VPLAN) which is based on sequential quadratic programming with a tailored derivative computation and compare it to the easy to implement but much less powerful derivative free approach.
Databáze: OpenAIRE