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Computational Physics

From Equations to Simulation

Chapter 13

Optimization and Data Fitting

Optimization connects many problems in physics, from finding stable equilibria to estimating model parameters from measurements. This chapter begins with one-dimensional searches and local methods, then explores heuristic approaches for more complex search spaces. The second part develops linear and nonlinear data fitting, with attention to residuals, uncertainty, bootstrap estimates, and model selection. Throughout, the emphasis is on choosing suitable methods and checking what a numerical result actually tells us.

In this chapter

Part 1. Optimization methods

  1. 13.1 Mathematical formulation of optimization problems
  2. 13.2 One-dimensional bracketing methods
  3. 13.3 Local deterministic methods
  4. 13.4 Numerical diagnostics and failure modes
  5. 13.5 Heuristic global methods
  6. 13.6 Genetic algorithm

Part 2. Data fitting

  1. 13.7 What it means to model data
  2. 13.8 Cost functions and goodness of fit
  3. 13.9 Linear models and linear regression
  4. 13.10 Nonlinear models and parameter estimation
  5. 13.11 Uncertainty, noise, and robustness
  6. 13.12 Bootstrap methods
  7. 13.13 Global optimization in data modeling
  8. 13.14 Model comparison and selection
  9. 13.15 Summary and practical guidelines
  10. 13.16 Computational exercises and projects

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