NLINLS: a Differential Evolution based nonlinear least squares Fortran 77 program

Mishra, SK (2007): NLINLS: a Differential Evolution based nonlinear least squares Fortran 77 program.

Abstract

This paper provides the list of Fortran 77 codes of nonlinear least squares using Differential Evolution as the minimizer algorithm. It has been tested on a number of difficult nonlinear least squares problems (taken from NIST, USA including CPC-X Software challenge problems). Help on how to use the program also is provided.

• Item Type: MPRA Paper
• Institution: North-Eastern Hill University, Shillong (India)
• Language: English
• Keywords: Nonlinear least squares; Differential Evolution; Fortran 77
• Subjects: C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs

References

· Kuester, JL and Mize, JH (1973) Optimization Techniques with Fortran, McGraw-Hill Book Co., New York. · Mishra, SK (2006) “A Note on Numerical Estimation of Sato’s Two-Level CES Production Function” , SSRN at http://www.ssrn.com/author=353253 · Mishra, SK (2007-a) "Estimation of Zellner-Revankar Production Function Revisited." Economics Bulletin, 3 (14), pp. 1-7. · Mishra, SK (2007-b) “Least Squares Estimation of Joint Production Functions by the Differential Evolution method of Global Optimization” Social Science Research Network (SSRN ) at http://www.ssrn.com/author=353253 · Storn, R and Price, K (1995) "Differential Evolution - A Simple and Efficient Adaptive Scheme for Global Optimization over Continuous Spaces": Technical Report, International Computer Science Institute, Berkley.