Advice on Non-Linear Optimization Methods

In summary, the conversation is about a person seeking advice on performing a mathematical inversion to find temperature from a series of altitude measurements. They mention using the Marquardt Method for optimization, but also ask for opinions on other methods such as the Levenberg-Marquardt algorithm from Gnuplot.
  • #1
NeedPhysHelp8
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Hi all,

Hopefully this is the right section for my post, if not I apologize.

I'm hoping I can just get some advice to help me get started in the right direction. I am trying to do a mathematical inversion for the following:

[tex] \frac{1}{N(zi)} \frac{dN}{dz}|_{z=zi} = -\frac{2}{zi} - \frac{1}{T(zi)} \frac{dT}{dz}|_{z=zi} - \frac{C}{T(zi)} [/tex]

[tex] N(zi) [/tex] are measurements made at a series of altitudes.

There is the above relation between measurements and temperature [tex] T(zi) [/tex]
So temperature is what I am looking to find from the [tex] N(zi) [/tex] measurements. C is just a system constant.

What I am trying to do is guess an initial temperature vector, then minimize the [tex] \chi^{2} [/tex] between the measurements and the forward model above. So that once chi square is minimized as much as possible, we can determine the temperatures. I am very new to this, but have done some research into optimization and grid search methods. I was looking in the Marquardt Method listed in Numerical Recipes, but I figured I would post here to see if anyone else has any opinions on what would work the best.

If you guys need any more info just let me know. Thanks!
 
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  • #2

1. What is non-linear optimization?

Non-linear optimization is a mathematical process used to find the optimal solution for a problem that involves non-linear relationships between variables. It is commonly used in fields such as engineering, economics, and data science to maximize or minimize a certain objective function.

2. What are some common non-linear optimization methods?

Some common non-linear optimization methods include gradient descent, Newton's method, and simulated annealing. Other methods include genetic algorithms, particle swarm optimization, and evolutionary strategies.

3. How do I choose the right non-linear optimization method for my problem?

The choice of non-linear optimization method depends on the specific problem at hand and the type of data being analyzed. Factors such as the complexity of the objective function, the number of variables, and any constraints involved should be considered when selecting a method.

4. What are the advantages and disadvantages of non-linear optimization methods?

The main advantage of non-linear optimization methods is their ability to handle complex and non-linear relationships between variables. However, these methods can be computationally expensive and may require a significant amount of data to produce accurate results. They also rely heavily on the initial starting point and may converge to a local, rather than global, optimum.

5. Can non-linear optimization methods be applied to real-world problems?

Yes, non-linear optimization methods are widely used in various industries to solve real-world problems. They have been successfully applied to optimize processes, improve financial models, and find patterns in large datasets. However, it is important to carefully consider the limitations and assumptions of these methods before applying them to a specific problem.

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