PEST Compatible Software for More Efficient Levenburg-Marquardt Method Based Model Calibration: HEC-HMS / Watershed Model Applications for Demonstration

Our independent Levenberg-Marquardt (LM) implementation accommodates the PEST model independent and input control file protocol. First, to reduce the number of model calls needed to find a local minimum we use a combination of Broyden rank one updates (secant method) and central and forward finite differences to update the model sensitivity matrix at each optimization iteration. The exact combination of Broyden rank one updates and finite differences is easily specified by the user. While PEST Version 11 does include the ability to utilize Broyden updates, that implementation does not realize the complete efficiency gains that are possible. Second, we have added Multi Level Single Linkage (MLSL), a stochastic global optimization algorithm, to our PEST compatible model independent calibration software. MLSL uses the LM algorithm for local search and a minimum distance threshold to avoid repeated visits to the same local minima. The use of our MLSL implementation requires only a minor addition to a PEST input control file. Efficiencies that can be achieved for LM method based model independent calibration from a properly implemented secant version of the LM method will be demonstrated by examining the reduction in the total number of model calls for single HEC-HMS / watershed model inversion runs associated with the use of our independent LM implementation that accommodates the PEST model independent and input control file protocol. Using HEC-HMS / watershed models, we will also compare the efficiencies, in terms of the number of model calls required to achieve a given objective function value, of our implementations of Multistart, Trajectory Repulsion, and MLSL with that of Shuffled Complex Evolution (SCE) and Covariance Matrix Adaption Evolutionary Strategy (CMAES), as interfaced to PEST.