set_method

Context: methods

Synopsis

Set the optimization method.

Syntax

set_method(meth)

meth - str

Description

The primary task of Sherpa is to fit a model M(p) to a set of observed data, where the vector p denotes the model parameters. An optimization method is one that is used to determine the vector of model parameter values, p0, for which the chosen fit statistic is minimized.

Example

>>> set_method('neldermead')

PARAMETERS

The parameter for this function is:

Parameter	Definition
meth	The name of the method (case is not important). The `list_methods` function returns the list of supported values.

Notes

The available methods include:

Item	Definition
levmar	The Levenberg-Marquardt method is an interface to the MINPACK subroutine lmdif to find the local minimum of nonlinear least squares functions of several variables by a modification of the Levenberg-Marquardt algorithm [1] .
moncar	The implementation of the moncar method is based on [2] .
neldermead	The implementation of the Nelder Mead Simplex direct search is based on [3] .
simplex	This is another name for neldermead .

References

[1] J.J. More, "The Levenberg Marquardt algorithm: implementation and theory," in Lecture Notes in Mathematics 630: Numerical Analysis, G.A. Watson (Ed.), Springer-Verlag: Berlin, 1978, pp.105-116.
[2] Storn, R. and Price, K. "Differential Evolution: A Simple and Efficient Adaptive Scheme for Global Optimization over Continuous Spaces." J. Global Optimization 11, 341-359, 1997.
[3] Jeffrey C. Lagarias, James A. Reeds, Margaret H. Wright, Paul E. Wright "Convergence Properties of the Nelder-Mead Simplex Algorithm in Low Dimensions", SIAM Journal on Optimization,Vol. 9, No. 1 (1998), pages 112-147.

Bugs

See the bugs pages on the Sherpa website for an up-to-date listing of known bugs.