Optimization

Student Objectives for this Chapter

• Understand the process of optimization
• Understand how some of the optimization methods (algorithms) work
• Understand the Advantages and Disadvantages of some these methods

The objective of nonlinear regression analysis is to reduce the objective function (WSS) by making adjustment in the values of the Parameters of the Model. The advantages and disadvantages of any optimization routine or algortihm can be defined in terms of robustness and speed. A method is robust if it avoid getting lost. Some methods are slower than others. Fast and robust would be best.

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Copyright 2001-3 David W. A. Bourne (david@boomer.org)