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Gaussian Process model for fitting deterministic simulator output. Establish efficient and reliable likelihood optimization through hybridized DIRECT-BFGS and multi-start BFGS algorithms. Programming Language: Matlab.
Global nonlinear optimization with automatic differentiation
NOTE: Development continued at GitHub!
Current version is higher than 1.2.0.
GADfit is a Fortran implementation of global nonlinear curve fitting, based on a modified Levenberg-Marquardt algorithm. Global fitting refers to fitting many datasets simultaneously with some parameters shared among the datasets. The fitting procedure is very fast and accurate thanks to the use of automatic differentiation. The model curves (fitting functions) can be of essentially arbitrary complexity. This...
This program generates customizable hyper-surfaces (multi-dimensional input and output) and samples data from them to be used further as benchmark for response surface modeling tasks or optimization algorithms.