A Constrained Optimisation Framework for Parameter Identification of the SIRD Model
Fuente:
arXiv
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866916609142030336 |
|---|---|
| author | Miniguano-Trujillo, Andrés Pearson, John W. Goddard, Benjamin D. |
| author_facet | Miniguano-Trujillo, Andrés Pearson, John W. Goddard, Benjamin D. |
| contents | We consider a numerical framework tailored to identifying optimal parameters in the context of modelling disease propagation. Our focus is on understanding the behaviour of optimisation algorithms for such problems, where the dynamics are described by a system of ordinary differential equations associated with the epidemiological SIRD model. Applying an optimise-then-discretise approach, we examine properties of the solution operator and determine existence of optimal parameters for the problem considered. Further, first-order optimality conditions are derived, the solution of which provides a certificate of goodness of fit, which is not always guaranteed with parameter tuning techniques. We then propose strategies for the numerical solution of such problems, based on projected gradient descent, Fast Iterative Shrinkage-Thresholding Algorithm (FISTA), nonmonotone Accelerated Proximal Gradient (nmAPG), and limited memory BFGS trust region approaches. We carry out a thorough computational study for a range of problems of interest, determining the relative performance of these numerical methods. Our results provide insights into the effectiveness of these strategies, contributing to ongoing research into optimising parameters for accurate and reliable disease spread modelling. Moreover, our approach paves the way for calibration of more intricate compartmental models. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_11162 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | A Constrained Optimisation Framework for Parameter Identification of the SIRD Model Miniguano-Trujillo, Andrés Pearson, John W. Goddard, Benjamin D. Optimization and Control We consider a numerical framework tailored to identifying optimal parameters in the context of modelling disease propagation. Our focus is on understanding the behaviour of optimisation algorithms for such problems, where the dynamics are described by a system of ordinary differential equations associated with the epidemiological SIRD model. Applying an optimise-then-discretise approach, we examine properties of the solution operator and determine existence of optimal parameters for the problem considered. Further, first-order optimality conditions are derived, the solution of which provides a certificate of goodness of fit, which is not always guaranteed with parameter tuning techniques. We then propose strategies for the numerical solution of such problems, based on projected gradient descent, Fast Iterative Shrinkage-Thresholding Algorithm (FISTA), nonmonotone Accelerated Proximal Gradient (nmAPG), and limited memory BFGS trust region approaches. We carry out a thorough computational study for a range of problems of interest, determining the relative performance of these numerical methods. Our results provide insights into the effectiveness of these strategies, contributing to ongoing research into optimising parameters for accurate and reliable disease spread modelling. Moreover, our approach paves the way for calibration of more intricate compartmental models. |
| title | A Constrained Optimisation Framework for Parameter Identification of the SIRD Model |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2310.11162 |