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Translating Parameter Estimation Problems from EASY-FIT to SOCS


Mathematical models often involve unknown parameters that must be fit to experimental data. These so-called parameter estimation problems have many applications that may involve differential equations, optimization, and control theory. EASY-FIT and SOCS are two software packages that solve parameter estimation problems [15], [7]. In this thesis, we discuss the design and implementation of a source-to-source translator called EF2SOCS used to translate EASY-FIT input into SOCS input. This makes it possible to test SOCS on a large number of parameter estimation problems available in the EASY-FIT problem database that vary both in size and difficulty.

Parameter estimation problems typically have many locally optimal solutions, and the solution obtained often depends critically on the initial guess for the solution. A 3-stage approach is followed to enhance the convergence of solutions in SOCS. The stages are designed to use an initial guess that is progressively closer to the optimal solution found by EASY-FIT. Using this approach we run EF2SOCS on all translatable problems (691) from the EASY-FIT database. We find that all but 7 problems produce converged solutions in SOCS. We describe the reasons that SOCS was not able solve these problems, compare the solutions found by SOCS and EASY-FIT, and suggest possible improvements to both EF2SOCS and SOCS.

Author: Matthew W. Donaldson

Advisor: Raymond J. Spiteri

Download: mdonaldson_msc_thesis