A Monte Carlo search utilizing the Powell method at each selected point.
The MONTE-LM method randomly samples the
parameter space bounded by the
lower and upper limits for each thawed parameter.
At each grid point, the LEVENBERG-MARQUARDT
optimization method is used to
determine the local fit-statistic minimum.
The smallest of all observed minima is then adopted as the global
fit-statistic minimum.
The advantage of MONTE-LM
is that it can provide a good sampling of
parameter space. This is good for situations where the best-fit
parameter values are not easily guessed a priori, and where there is a
high probability that false minima would be found if
one-shot techniques such as LEVENBERG-MARQUARDT are used instead.
Its disadvantage is that it can be slow.
The MONTE-LM method parameters are a superset of those
listed for the LEVENBERG-MARQUARDT
method and the ones listed below.
If the number of thawed parameters is larger than 2, one should increase
the value of nloop from its default value. Otherwise the sampling
may be too sparse to estimate the global fit-statistic minimum well.
nloop |
integer |
128 |
1 |
16384 |
iseed |
integer |
14391 |
-1.e+20 |
1.e+20 |
Parameter=nloop (integer default=128 min=1 max=16384)
Number of parameter space samples.
Parameter=iseed (integer default=14391 min=-1.e+20 max=1.e+20)
Seed for random number generator.
- sherpa
-
get_method_expr,
grid,
grid-powell,
levenberg-marquardt,
method,
monte-powell,
montecarlo,
powell,
sigma-rejection,
simplex,
simul-ann-1,
simul-ann-2,
simul-pow-1,
simul-pow-2,
usermethod
|