Cluster Gauss-Newton method : An algorithm for finding multiple approximate minimisers of nonlinear least squares problems with applications to parameter estimation of pharmacokinetic models

• Parameter estimation problems of mathematical models can often be formulated as nonlinear least squares problems. Typically these problems are solved numerically using iterative methods. The local minimiser obtained using these iterative methods usually depends on the choice of the initial iterate. Thus, the estimated parameter and subsequent analyses using it depend on the choice of the initial iterate. One way to reduce the analysis bias due to the choice of the initial iterate is to repeat the algorithm from multiple initial iterates (i.e. use a multi-start method). However, the procedure can be computationally intensive and is not always used in practice. To overcome this problem, we propose the Cluster Gauss-Newton (CGN) method, an efficient algorithm for finding multiple approximate minimisers of nonlinear-least squares problems. CGN simultaneously solves the nonlinear least squares problem from multiple initial iterates. Then, CGN iteratively improves the approximations from these initial iterates similarly to the Gauss-Newton method. However, it uses a global linear approximation instead of the Jacobian. The global linear approximations are computed collectively among all the iterates to minimise the computational cost associated with the evaluation of the mathematical model. We use physiologically based pharmacokinetic (PBPK) models used in pharmaceutical drug development to demonstrate its use and show that CGN is computationally more efficient and more robust against local minima compared to the standard Levenberg-Marquardt method, as well as state-of-the art multi-start and derivative-free methods.

Subject headings

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

Keyword

Nonlinear least squares problem

Multi-start method

Cluster Newton method

Derivative-free method

Physiologically based pharmacokinetic (PBPK) model

Parameter estimation

Publication and Content Type

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art (subject category)