A new parallel optimization algorithm for parameter identification in ordinary differential equations

Standard approaches to the solution of the parameter identification problem in systems of ordinary differential equations are reviewed. An algorithm that is based on the M.R. Celis, J.E. Dennis, and R.A. Tapia (1985) trust region algorithm for equality-constrained optimization problems is described. This algorithm should be both more efficient and more stable than standard solution techniques, and it also provides a flexible framework for introducing parallelism into the parameter identification problem