This article was downloaded by: [71.196.192.

211]
On: 12 May 2015, At: 11:22
Publisher: Taylor & Francis
Informa Ltd Registered in England and Wales Registered Number: 1072954 Registered office: Mortimer
House, 37-41 Mortimer Street, London W1T 3JH, UK

Hydrological Sciences Journal

Publication details, including instructions for authors and subscription information:
http://www.tandfonline.com/loi/thsj20

Comparative assessment of six automatic

optimization techniques for calibration of a
conceptual rainfallrunoff model
a

MONOMOY GOSWAMI & KIERAN MICHAEL O'CONNOR

Department of Engineering Hydrology , National University of Ireland , Galway, Ireland

E-mail:
Published online: 18 Jan 2010.

To cite this article: MONOMOY GOSWAMI & KIERAN MICHAEL O'CONNOR (2007) Comparative assessment of six automatic
optimization techniques for calibration of a conceptual rainfallrunoff model, Hydrological Sciences Journal, 52:3,
432-449, DOI: 10.1623/hysj.52.3.432
To link to this article: http://dx.doi.org/10.1623/hysj.52.3.432

PLEASE SCROLL DOWN FOR ARTICLE

Taylor & Francis makes every effort to ensure the accuracy of all the information (the Content) contained
in the publications on our platform. However, Taylor & Francis, our agents, and our licensors make no
representations or warranties whatsoever as to the accuracy, completeness, or suitability for any purpose of
the Content. Any opinions and views expressed in this publication are the opinions and views of the authors,
and are not the views of or endorsed by Taylor & Francis. The accuracy of the Content should not be relied
upon and should be independently verified with primary sources of information. Taylor and Francis shall
not be liable for any losses, actions, claims, proceedings, demands, costs, expenses, damages, and other
liabilities whatsoever or howsoever caused arising directly or indirectly in connection with, in relation to or
arising out of the use of the Content.
This article may be used for research, teaching, and private study purposes. Any substantial or systematic
reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or distribution in any
form to anyone is expressly forbidden. Terms & Conditions of access and use can be found at http://
www.tandfonline.com/page/terms-and-conditions

432

Hydrological SciencesJournaldes Sciences Hydrologiques, 52(3) June 2007

Special issue: Hydroinformatics

Comparative assessment of six automatic optimization

techniques for calibration of a conceptual rainfallrunoff
model
MONOMOY GOSWAMI & KIERAN MICHAEL OCONNOR

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Department of Engineering Hydrology, National University of Ireland, Galway, Ireland

monomoy.goswami@nuigalway.ie

Abstract In this application-based study, six automated strategies of parameter optimization are used for
calibration of the conceptual soil moisture accounting and routing (SMAR) model for rainfallrunoff
simulation in two catchments, one small and the other large. The methods used are: the genetic
algorithm, particle swarm optimization, Rosenbrocks technique, shuffled complex evolution of the
University of Arizona, simplex search, and simulated annealing. A comparative assessment is made
using the Nash-Sutcliffe model efficiency index and the mean relative error (MRE) to evaluate the
performance of each optimization method. It is found that the degree of variation of the values of the
water balance parameters is generally less for the small catchment than for the large one. In the case of
both catchments, the probabilistic global population-based optimization method of simulated annealing
is considered best in terms of having the least variability of parameter values in successive tests, thereby
alleviating the phenomenon of equifinality in parameter optimization, and also in producing the lowest
MRE in verification.
Key words optimization; SMAR; genetic algorithm; Rosenbrock; simplex; particle swarm optimization; simulated
annealing; shuffled complex evolution

Evaluation comparative de six techniques automatiques doptimisation pour le

calage dun modle conceptuel pluiedbit
Rsum Dans cette tude de mise en application, six stratgies automatiques doptimisation de
paramtres sont utilises pour le calage du modle conceptuel soil moisture accounting and routing
(SMAR) pour la simulation pluiedbit dans deux bassins versants, lun petit et lautre grand. Les
mthodes utilises sont: lalgorithme gntique, loptimisation par essaim de particules, la technique de
Rosenbrock, la technique shuffled complex evolution de lUniversit dArizona, la mthode du
simplex et celle du recuit simul. Une estimation comparative est mene laide de lindice defficience
de modlisation de Nash-Sutcliffe et de lerreur relative moyenne pour valuer la performance de
chaque mthode doptimisation. Il apparat que le degr de variation des valeurs des paramtres du bilan
hydrologique est gnralement infrieur pour le petit bassin versant que pour le grand. Dans le cas de
lensemble des deux bassins, la mthode doptimisation du recuit simul, probabiliste globale base sur
la population, apparat tre la meilleure en termes de moindre variabilit des valeurs des paramtres au
cours de tests successifs, ce qui attnue le phnomne dquifinalit vis--vis de loptimisation des
paramtres et galement de la minimisation de lerreur relative moyenne lors de la vrification.
Mots clefs optimisation; SMAR; algorithme gntique; Rosenbrock; simplex; optimisation par essaim de particules;
recuit simul; shuffled complex evolution

INTRODUCTION
Most conceptual models are characterized by a considerably large number of variables
and require multiple-parameter optimization involving multi-peak objective function
surfaces. Successful application of such models, widely used for simulation of the
rainfallrunoff transformation process, invariably depends on the adequacy of the
optimization procedures. Numerous efforts have been directed since the 1960s towards
efficient determination of the optimum values of the parameters of such models. Good
references on earlier work on various methods of optimization can be found in Trn &
Zilinskas (1989), Pintr (1995) and Duan (2003). The direct-search methods, also
called enumerative methods, use the values of the objective function only (Spendley et
al., 1962; Nelder & Mead, 1965; Rosenbrock, 1960; Hooke & Jeeves, 1969), whereas
Open for discussion until 1 December 2007

Copyright 2007 IAHS Press

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Comparison of automatic optimization techniques

433

the gradient or calculus-based methods also involve the evaluation of the derivatives
of the function (Levenberg, 1944; Marquardt, 1963; Fletcher & Powell, 1963; Fletcher,
1970). However, both categories, some of which are analytically demanding, suffer
from the drawbacks of being trapped in local optima around the first relative minimum
reached and largely depend on the specified starting values of the parameters. A third
category, namely, random search is generally less susceptible to such drawbacks. In
this approach, direct-search algorithms are started sequentially from each point of a
large sample of points in the parameter space, each aiming to reach the optimum
(Price, 1978; Masri et al., 1980; Pronzato et al., 1984). In order to proceed, a predefined scheme is followed whereby only the best amongst the number of local optima
is retained. It is hoped that this best optimum is the elusive global optimum. The
genetic algorithm (Holland, 1975; Goldberg, 1989), simulated annealing (Kirkpatrick
et al., 1983; Corana et al., 1987), particle swarm optimization (Kennedy & Eberhart,
1995; Kennedy et al., 2001; Eberhart & Shi, 2004), the shuffled complex evolution of
the University of Arizona (Duan et al., 1992, 1993, 1994), adaptive clustering methods
(Solomatine, 1999) and some hybrid combinations of these methods (Cheng et al.,
2002; Vrugt et al., 2003; Vrugt, 2004; Vugrin, 2005) all fall under this third category
of random search techniques. Numerous comparative studies have been made to assess
the relative performance of search techniques (e.g. Ibbitt & ODonnell, 1971; Duan et
al., 1992; Luce & Cundy, 1994; Gan & Biftu, 1996; Cooper et al., 1997; Kuczera,
1997; Franchini et al., 1998; Freedman et al., 1998; Thyer et al., 1999; Solomatine,
1999; Madsen et al., 2002; Vugrin, 2005). Conclusions of these studies suggest that
the global population-evolution-based algorithms are generally more efficient than the
multi-start local optimization techniques, which in turn perform better than the pure
local (single-start) search methods (Madsen et al., 2002). However, the choice of an
appropriate calibration method for a model still remains a relevant research theme.
Most studies investigating the efficacy of optimization techniques generally
involve finding a parameter set which is likely to produce the optimum value of the
objective function. But it is often observed that different sets of parameter values can
produce very similar values of the objective function, even for the same model
structure, and that each of these objective function values may well be deemed
acceptable within the limit of accuracy involved. This leads to the well-documented
phenomenon of equifinality, ambiguity, non-uniqueness, ill-posedness and
identifiability (Beven, 2006) of the parameters, and results in uncertainty associated
with the flow forecasts. Some streamflow analyses ideally require uniqueness of
parameter values, such as those for relating the parameters of a conceptual rainfall
runoff model to physical catchment descriptors and for continuous streamflow
estimation in ungauged catchments using regional analysis of the rainfallrunoff
transformations. In this study, the effectiveness of a selection of six optimization
methods applied for parameter estimation of the conceptual soil moisture accounting
and routing (SMAR) model is discussed in the context of low variability of the
parameter values over a large number of tests and acceptable model performance. The
genetic algorithm, particle swarm optimization, Rosenbrocks technique, shuffled
complex evolution of the University of Arizona, simplex search and simulated
annealing are considered for this purpose and the best overall method is identified. A
brief outline of these methods and some of their hydrological applications are given
below.
Copyright 2007 IAHS Press

434

Monomoy Goswami & Kieran Michael OConnor

BRIEF DESCRIPTION OF THE OPTIMIZATION METHODS

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Genetic algorithm (GA)

Genetic algorithms (Holland, 1975; Goldberg, 1989) are probabilistic global search
algorithms based upon the mechanics of natural selection and natural genetics. Genetic
algorithms can be numerically implemented either in binary coding or in real coding.
In this study, binary coding is used. A good description of the genetic algorithm can be
found in Duan (2003). The search steps of the genetic algorithm start by randomly
generating a population (N points) in the feasible parameter space which are ranked
according to the value of the objective function at those N points. Two parents are
selected from the population and offspring are generated randomly using genetic
operators (e.g. cross-over and mutation). The two worst points in the population are
replaced by the two newly-generated offspring. The process of selection of parents and
their replacement by offspring is repeated until a convergence criterion is satisfied.
Genetic algorithms have been widely used in many disciplines, including hydrology.
Wang (1991) showed that the genetic algorithm is a robust and efficient method for the
calibration of hydrological conceptual models. A good account of reference to its recent
applications in water resources and hydrology can be found in Anctil et al. (2006).
Particle swarm optimization (PSO)
Like the genetic algorithm, this search method (Kennedy & Eberhart, 1995) also starts
with a population of potential solutions called a swarm. The members in the swarm,
called particles, undergo change (i.e. evolve and learn) over time relying on their own
experience and that of other particles in the swarm. See Clerc & Kennedy (2002) for a
description of this method. In this method, each particle is considered to have (a) a
current position, (b) a memory of the direction it followed in reaching that position,
(c) a memory of its own best previous position, and (d) a memory of the best previous
position of any other particle in the swarm. In order to change its position from the
current position, each particle may move in either (i) the same direction that it came
from, (ii) the direction of its best previous position, or (iii) the direction of the best
previous position of any other particle in the swarm. The algorithm considers the
actual direction of change of the particle as a weighted combination of all these three
possibilities. The optimization stops when either all particles arrive at the same
position, or the specified maximum number of iterations is reached.
Although PSO has been widely used in neuro-computing, environmental science
and many other fields, its application in hydrology is less common. Two recent applications in hydrology are the parameter estimation of the Sacramento soil moisture
accounting model (Gill et al., 2006) and in the training algorithm for an artificial
neural network (ANN) in stage prediction of a river in Hong Kong (Chau, 2006).
Rosenbrocks technique (RNB)
In this direct local-search method for optimization (Rosenbrock, 1960), the first parameter, which is made active for optimization, is given the greatest weight. The search
Copyright 2007 IAHS Press

435

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Comparison of automatic optimization techniques

is initiated by using the original coordinate system for the first iteration, the axes of the
system being the parameters to be optimized. The axes are searched in turn, the strategy
of direction of the search vector being success, success, , failure, , success, where a
success refers to a lower value of the objective function than the value at the start of the
iteration and the subsequent success steps, whereas a failure corresponds to a value
higher than that obtained at the preceding success step. With each monotonically
decreasing value of the objective function, the length of the search vector is increased.
At failure, the direction of the search vector is reversed, and the length of the search
vector is reduced with each search step that fails, until a success is encountered. At this
point the original parameter value is replaced by the new value at which it is held, and
the procedure is repeated with the same strategy for the next parameter axis. The
iteration is complete when all axes are searched, a new minimum is attained, or the
initial parameter setting is retained. After this first iteration step, the method provides
for rotation of the coordinate systems by aligning the axis of the primary parameter
with the vector joining the origin and the latest minimum. The new axes are searched
in turn, and the iterations continue until a stopping criterion is fulfilled.
With modifications made for use with hydrological models, the method was found
to be robust by Ibbitt & ODonnell (1971) who conducted a study comparing nine
different methods for fitting hydrological models. Rosenbrocks technique was used by
Kachroo et al. (1992) for illustrating the application of linear rainfallrunoff models in
14 catchments and by Liang et al. (1992) for demonstrating the application of two
linear flow routing methods on three rivers in China.
Shuffled complex evolution University of Arizona (SCE-UA)
The shuffled complex evolution method developed at the University of Arizona by
Duan et al. (1992, 1993) is another probabilistic global search method which is
intended to combine the strength of the simplex search with the concepts of controlled
random search, competitive evolution, and shuffling of complexes or communities.
The algorithm begins by randomly selecting s points in the parameter space such that
s = p m where p is the number of complexes each having m points. After evaluating
the function at each point, the points are sorted in order of the increasing value of the
objective function and are stored in an array that is partitioned into m complexes. Each
complex is processed independently through an evolutionary system called the
competitive complex evolution (CCE) strategy (Duan et al., 1992) by randomly
forming a simplex containing n + 1 vertices, n being the number of parameters to be
optimized. New points replace points with the largest values of the objective function
using a single iteration of the local-search simplex method (see the next subsection)
and the generation of random points within the feasible parameter space. The updated
points are returned to the complex where new n + 1 points are randomly selected to
form a new simplex, and the procedure is repeated a specified number of times. After
processing through the CCE, the elements of the complexes are shuffled by replacing
the complexes in the original array, sorting the points in that array in order of the
increasing value of the objective function, and partitioning the array into m complexes
as before. The procedure is repeated until a stopping criterion, e.g. the specified
number of function evaluations, is satisfied.
Copyright 2007 IAHS Press

436

Monomoy Goswami & Kieran Michael OConnor

Since the introduction of the SCE-UA method by Duan et al. (1992) to locate the
global optimum of a conceptual rainfallrunoff model, a large number of researchers in
hydrology have employed it for parameter optimization. Applications include those by
Cooper et al. (2007), Thyer et al. (1999), Kuczera (1997), Gan & Biftu (1996) and
Sorooshian et al. (1993) for parameter identification of conceptual rainfallrunoff
models, by Abdulla et al. (1999) for estimation of the ARNO model baseflow
parameters using daily streamflow data, by Freedman et al. (1998) for identification of
erosion parameters for a process-based model of catchment runoff and sediment yield,
and by Luce & Cundy (1994) for finding the parameter values of a process-based
model for studying runoff from forest roads, etc.

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Simplex search (SIM)

The simplex search is a direct local-search method for parameter optimization.
Originally suggested by Spendley et al. (1962) and subsequently improved by Nelder
& Mead (1965), it involves a search of the parameter space using a geometric figure
called a simplex having the number of vertices which is greater by one than the
number of parameters. A simplex in n-dimensional space thus has a set of n + 1
vertices. The method starts with function evaluation at all vertices of an initial simplex.
The vertex having the highest error is replaced by a new vertex having lower error to
form a new simplex. To determine the location of this new vertex, that having the
highest error is reflected through the centroid of the remaining vertices. If the function
evaluated at that new vertex fails to reduce the error, then another new vertex is
generated by contraction towards the centroid. If neither of these methods succeeds in
finding a vertex with lower error, then the entire simplex is contracted towards the
vertex having the lowest error. The search is terminated when a stopping criterion is
fulfilled. The stopping criterion may be a tolerance limit on the vector distance moved
in a step, or a tolerance limit on the objective function value.
The simplex search method has been widely used for parameter optimization in
hydrology for: training a three-layer feed-forward ANN to model stage level and
streamflow (e.g. Filho & dos Santos, 2006); for unbiased parameter estimation of the
Neyman-Scott model for rainfall simulation (Favre et al., 2004); for the derivation of
unit hydrographs of the quick and slow response runoffs using a conceptual model
(Yue & Hashino, 2000); and to compare the relative performance of a number of
optimization algorithms for parameter identification of hydrological models (e.g.
Abdulla et al., 1999; Freedman et al., 1998; Gan & Biftu, 1996; Luce & Cundy, 1994;
Duan et al., 1992).
Simulated annealing (SA)
Simulated annealing (Kirkpatrick et al., 1983) is a probabilistic global search method.
For a description of this method, see Corana et al. (1987). According to this method,
for a given temperature parameter, candidate points are generated around a point in the
parameter hyperspace by applying a cycle of random moves each of which is along
one of the n coordinate directions, n being the number of parameters to be optimized.
The new coordinate values are uniformly distributed in intervals centred around the
Copyright 2007 IAHS Press

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Comparison of automatic optimization techniques

437

corresponding coordinate of the current point. Half the size of these intervals along
each coordinate is stored in the step vector. A candidate point is accepted or rejected
according to the Metropolis criterion (Metropolis et al., 1953). The cycles are repeated
until the total number of cycles exceeds a user-specified limit. The function is
evaluated at every changed location of the points, and the optimum point reached thus
far is recorded. After the user-specified number of cycles is performed with a given
step vector, the step vector is adjusted according to the value of a user-specified stepvarying criterion for each direction of movement. The cycles of movement are
repeated for each of the user-specified number of step-vector adjustments and the
optimum point reached thus far is noted. After these cycles of movement, conceptually
resulting in a thermal equilibrium corresponding to the starting temperature, the
temperature is reduced by a fraction, and a new sequence of moves is made starting
from the optimum point reached thus far until thermal equilibrium is reached again.
Iteration ceases when a stopping-criterion, such as a tolerance limit of the difference in
successive values of the objective function, or the maximum number of successive
temperature reductions, etc. is fulfilled.
Simulated annealing has been used for optimal selection of the number and
location of rainfall gauges for rainfall estimation (Pardo-Igzquiza, 1998), and
simulated annealing combined with the simplex method was used for the calibration of
a semi-distributed model for conjunctive simulation of surface and groundwater flows
(Rozos et al., 2004), for optimization of a conceptual rainfallrunoff model (Thyer et
al., 1999; Sumner et al., 1997), and for the estimation of baseflow parameters of the
ARNO model (Abdulla et al., 1999).
THE RAINFALLRUNOFF MODEL
The soil moisture accounting and routing (SMAR) model is a nine-parameter lumped
quasi-physical conceptual rainfallevaporationrunoff model, which has been
developed from the Layers conceptual rainfallrunoff model of OConnell et al.
(1970). In this study, the SMARG form of the SMAR model (Kachroo, 1992; Tan &
OConnor, 1996; Shamseldin et al., 1997; Shamseldin & OConnor, 1999; Fazala et
al., 2005) with Liangs groundwater modification (Liang, 1992) is used. In this model,
the input variables, i.e. rainfall and evaporation, are transformed into simulated
discharge through a series of steps which, in a very simplified manner, mimic the
dominant physical processes (excluding snowmelt) in the rainfallrunoff transformation. The schematic diagram of the SMAR model is given in Fig. 1.
The nonlinear water balance (or soil moisture accounting) component of this
model preserves the balance between the rainfall, the evaporation, the generated runoff
and the changes in the layers of soil moisture storage. Five parameters, namely, Z
(moisture holding capacity of soil layers), T (evapotranspiration conversion factor),
H (fast response separation factor), Y (infiltration excess separation term) and C (factor
for soil moisture depletion by evapotranspiration), control the overall operation of the
water budget component of the model. The generated surface and groundwater runoff
components are routed through linear time-invariant storage elements. At each time
step, the outputs of the two routing elements combine to produce the simulated
discharge. In this study, the classic Gamma (Nash IUH) is used for routing the
Copyright 2007 IAHS Press

438

Monomoy Goswami & Kieran Michael OConnor

TE
Conversion to
potential rate
[T]

Evaporation
E

Rainfall
R

Excess rainfall
X = R - TE
r1= H X

Direct runoff
[H]

r2 = (1 H)X Y
if (1 H)X > Y

Rainfall in excess of
infiltration capacity [Y]

Downloaded by [71.196.192.211] at 11:22 12 May 2015

(1 H)X
Soil moisture
storage [Z]
Evaporation
[C]

Moisture in excess
of soil capacity
[G]

Layer 1
Layer 2
o
o
Layer (Z/25)

Groundwater
component
rg
A linear
reservoir
[Kg]

r3
Generated
surface runoff
rs
Linear routing
component
[N], [NK]

Parameter symbols are shown within square

brackets

Total estimated discharge

Fig. 1 Structure of the nine parameter SMAR conceptual model (Liang, 1992).

generated surface runoff and a single discrete linear reservoir is used for routing the
generated groundwater runoff. Four parameters control the operation of the routing
component: G (saturation excess separation factor), N (shape factor of the Nash
cascade model for surface water routing), NK (lag of the Nash cascade model) and Kg
(linear reservoir constant for groundwater routing).
THE TEST CATCHMENTS
Two test catchments, namely the Brosna in central Ireland and the Baihe in northeastern China, are used in the study. Figures 2 and 3 show the stream layout of these
two catchments, their location in the respective countries and the distribution of
raingauge stations. The Brosna catchment (area 1 207 km2) is predominantly flat with
some relief formed by glacial deposits and two lakes of about 26 km2 at the upper end.
Daily rainfall data for six years (19962001) are lumped by averaging the data from
six raingauge stations while, the daily evaporation data are obtained from one centrally
located meteorological station. Concurrent daily discharge data are obtained from the
Ferbane gauging station shown in Fig. 2. Rainfall is nearly uniformly distributed
throughout the year and usually of low intensity. The average daily rainfall, evaporaCopyright 2007 IAHS Press

Comparison of automatic optimization techniques

439

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Fig. 2 Location of the Brosna River catchment in Ireland and the Brosna catchment
showing the distribution of 6 raingauge stations in it.

Fig. 3 Location of the Baihe River catchment in Shanxi Province, China, and the
Baihe catchment showing the distribution of 16 raingauge stations.

tion and discharge for the Brosna catchment are 2.6, 1.6 and 1.1 mm (15.2 m3 s-1)
respectively, the corresponding maximum values being 58.2, 5.1 and 6.5 mm
(91.5 m3 s-1) and minimum being 0.0, 0.1 and 0.02 mm (0.3 m3 s-1), respectively. The
Baihe catchment has an area of 61 789 km2. For this catchment, eight years of data
(19721979) from 16 raingauge stations and six meteorological stations are used to
obtain lumped daily average rainfall and evaporation. Concurrent daily discharge data
at the Baihe station (Fig. 3) are also used. The catchment is mountainous and semi-dry,
located in a typical monsoon climate region with rainfall mainly during the summer
and autumn. Normally, evaporation is greater than rainfall from November to April
and in August, whereas rainfall is less in the other months. The average daily rainfall,
evaporation and discharge for the Baihe catchment are 2.6, 2.8 and 1.0 mm (696 m3 s-1),
respectively, the corresponding maximum values being 80.0, 12.8 and 28.2 mm
(20 200 m3 s-1) and minimum being 0.0, 0.0 and 0.1 mm (60.5 m3 s-1), respectively.
METHODOLOGY
Pre-processed daily rainfall, evaporation and discharge data from two test catchments
are used in this study adopting the split-record calibration and evaluation procedure.
Accordingly the SMAR model is calibrated with two-thirds of the data (four out of six
years) in the case of the Brosna catchment and with three-quarters of the data (six out
of eight years) in the case of the Baihe catchment, the remaining data being used for
verification. In four sets of tests, the SMAR model is run 25, 50, 100 and 150 times
with each of the six optimization methods using the data of each catchment. The
Copyright 2007 IAHS Press

Downloaded by [71.196.192.211] at 11:22 12 May 2015

440

Monomoy Goswami & Kieran Michael OConnor

parameter values and the corresponding efficiencies in each set of tests for each of the
two test catchments are noted. The ordinary least-squares objective function, i.e.
minimization of the global mean square error (MSE) is considered for optimization.
For every run with the local search methods, the same set of starting parameter values
is considered, whereas for the global search methods, the numbers of starting parameter values or points, as required by the different algorithms, are produced from
within the hyperspace defined by the parameter bounds by randomly moving away
from the starting parameter set. Although some of the nine parameters of the SMAR
model could be fixed, resulting in fewer parameters to be optimized and thereby
reducing the time of optimization, it is decided to allow all nine parameters to vary in
this study in order to see how each parameter behaves in successive tests using the
different optimization methods. The parameter bounds of all parameters are kept the
same in all tests for both catchments. The relative efficiency of the model is assessed
by the widely-used Nash-Sutcliffe R2 efficiency index (Nash & Sutcliffe, 1970) and the
mean relative error (Elshorbagy et al., 2000). For the purpose of this study, the MRE is
defined as the average of the absolute values of the errors between the estimated and
the observed flows expressed as fractions of the corresponding observed flows.
Although the SMAR model in each test with each optimization method is calibrated
for obtaining the best performance over the calibration period, the relative efficiencies
of the different optimization methods are determined on the basis of their corresponding performances in verification and on the degree of variability of the parameter
values in successive tests.
RESULTS
The mean and the coefficients of variation (CV) of R2 and MRE in calibration and
verification by each optimization method, for the four sets of 25, 50, 100 and 150 tests,
are presented for the Brosna and the Baihe catchments in Figs 4 and 5 respectively. It
is observed from these two figures that, except for the PSO and the RNB methods, the
other four optimization methods generally produce similar values of mean and CV for
the different sets of tests, the variations of the mean and the CVs of the efficiency
indices being marginal for the sets of 50, 100 and 150 tests. From the results of
efficiency indices for the Brosna catchment it was observed that, in a few of the tests in
each set, in which the initial parameter values produced very low or negative values of
the R2 efficiency index, the PSO method failed to optimize, retaining the initial set of
parameter values. This can be seen in the plots of the R2 efficiency index for the set of
50 tests in Fig. 6, for both calibration and verification which provides representative
plots showing the variation of the calibrated values of the parameters T, H, Y, N and
NK of the SMAR model and the R2 efficiency index in both calibration and
verification. The plots of the other parameters and the MRE efficiency index show
similar variation but for brevity are not included here. In the case of the Baihe
catchment, the corresponding plots are given in Fig. 7. For this catchment, it is seen
that the RNB method fails to optimize in those few cases in which the initial parameter
values produced very low or negative values of the R2 efficiency index, with the PSO
method producing sub-optimal efficiency in such cases.

Copyright 2007 IAHS Press

441

Comparison of automatic optimization techniques

No. of optimisation runs

0.3
0.2
0.1
75

100

75

100

150

50
50

125

25
25

0.0

0.3
0.2
0.1

No. of optimisation runs

150

0.0
125

CV of MRE in verif

150

125

100

75

50

0.4

25

Mean MRE in verif

1.1
1.0
0.9
0.8
0.7
0.6
0.5
0.4
0.3

CV of MRE in calib

150

125

100

75

50

0.4

25

150

125

100

Mean MRE in calib

1.1
1.0
0.9
0.8
0.7
0.6
0.5
0.4
0.3

No. of optimisation runs

0.8
0.7

GA

0.6
0.5

SA

SCE-UA

PSO

RNB

SIM

No. of optimisation runs

No. of optimisation runs

0.2
0.1
25

50

75

100

125

150

50

75

100

125

150

0.0

25

CV of MRE in calib

0.3

150

125

100

50

75

CV of MRE in verif

150

125

100

75

150

125

0.0

0.4

0.5

0.8
0.7
0.7
0.6
0.6
0.5
0.5
50

0.1
100

150

125

75

100

50

60

0.2

75

70

0.3

50

80

0.4

25

CV of R2 in verif

90

Mean MRE in verif

0.5

100

0.5

25

150

125

100

75

0.0

150

125

75

100

50

25

60

0.1
50

70

0.2

25

80

0.3

0.8
0.7
0.7
0.6
0.6
0.5
0.5

25

90

0.4

Mean MRE in calib

0.5
CV of R2 in calib

100

25

Mean R2 (%) in calib

Fig. 4 Mean and coefficient of variation of R2 and MRE in calibration and verification
for different sets of tests by each optimization technique (Brosna catchment).

Mean R2 (%) in verif

Downloaded by [71.196.192.211] at 11:22 12 May 2015

No. of optimisation runs

150

150

125

75

100

50

60

125

70

100

80

0.6
0.5
0.4
0.3
0.2
0.1
0.0
25

CV of R2 in verif

90

25

Mean R2 (%) in verif

100

75

25

150

125

75

100

50

60

50

70

75

80

0.6
0.5
0.4
0.3
0.2
0.1
0.0

50

CV of R2 in calib

90

25

Mean R2 (%) in calib

100

0.4
0.3
0.2
0.1
0.0

No. of optimisation runs

No. of optimisation runs

0.8
0.7
0.6
0.5

GA

SA

SCE-UA

PSO

RNB

SIM

Fig. 5 Mean and coefficient of variation of R and MRE in calibration and verification
for different sets of tests by each optimization technique (Baihe catchment).

With the PSO and the RNB methods, failure to optimize, when it occurred, resulted in large variations in the mean and CV values of the efficiency indices as compared
with the corresponding values for the other four methods. For the same reason, the
mean and particularly the CV values for these two methods also varied from one set of
tests to the other. Thus, when the initial parameter values were such as to produce poor
model performance, both the PSO and the RNB methods failed to find the global
optimum in the case of both test catchments. The marginal variations of the mean and
the CV of the R2 and MRE indices for the sets of 50, 100 and 150 tests by the GA, the
SA, the SCE-UA and the SIM methods demonstrate that results from 50 tests can be
considered as being adequate for investigating the relative variations of the parameter
Copyright 2007 IAHS Press

T (Brosna)

1
0.9
0.8
0.7
0.6
0.5

H (Brosna)

Monomoy Goswami & Kieran Michael OConnor

1
0.8
0.6
0.4
0.2
0

10

15

20

25

30

35

40

45

50

10

15

20

25

30

35

40

45

50

10

15

20

25

30

35

40

45

50

10

15

20

25

30

35

40

45

50

25

30

35

40

45

50

25

30

35

40

45

50

25
Test no.

30

35

40

45

50

Y in mm (Brosna)

100
80
60
40
20
0

NK in day -1
(Brosna)

N (Brosna)

10
8
6
4
2
0

10
8
6
4
2
0

R2 (%) in calibration
(Brosna)

10

15

20

100
80
60
40
20
0
0

10

15

20

100
80
(Brosna)

R2 (%) in verification

Downloaded by [71.196.192.211] at 11:22 12 May 2015

442

60
40

20
0
0

10

15

20

0.7
0.6
0.5

GA

SA

SCE-UA

PSO

RNB

SIM

0.4

Fig. 6 Representative plots showing the variation of the SMAR parameters T, H, Y, N,

and NK and the R2 efficiency in calibration and verification in successive tests by each
optimization technique (Brosna catchment).

values of the SMAR model in successive tests. On the basis of this observation, and also
from the consideration of presenting relatively less complex graphical displays, the set of
50 tests only was chosen for drawing the main conclusions presented in this study.
For the Brosna catchment, as discussed in the previous paragraph, and as can be
seen from Fig. 6, the R2 values in calibration and verification for the PSO method are
Copyright 2007 IAHS Press

443

T (Baihe)

1
0.9
0.8
0.7
0.6
0.5

H (Baihe)

Comparison of automatic optimization techniques

1
0.8
0.6
0.4
0.2
0

10

15

20

25

30

35

40

45

50

10

15

20

25

30

35

40

45

50

10

15

20

25

30

35

40

45

50

10

15

20

25

30

35

40

45

50

Y in mm (Baihe)

N (Baihe)

10
8
6
4
2
0

NK in day -1 (Baihe)

10
8
6
4
2
0

R2 (%) in calibration
(Baihe)
R2 (%) in

100
80
60
40
20
0

verification (Baihe)

Downloaded by [71.196.192.211] at 11:22 12 May 2015

10

15

20

25

30

35

40

45

50

10

15

20

25

30

35

40

45

50

25

30

35

40

45

50

100
80
60
40
20
0

100
80
60
40
20
0

10

15

20

Test no.

0.8
0.7
0.6
0.5

GA

SA

SCE-UA

PSO

RNB

SIM

0.4

Fig. 7 Representative plots showing the variation of the SMAR parameters T, H, Y, N,

and NK and the R2 efficiency in calibration and verification in successive tests by each
optimization technique (Baihe catchment).

observed to deviate significantly in a few cases from their values in the other tests. The
CE-UA also produced R2 values in calibration and verification which are somewhat
lower than the corresponding values produced by the other methods. The local-search
SIM and RNB methods are found to produce higher efficiency values which are
comparable to the results produced by the global GA and SA methods.
In order to differentiate further in deciding on the suitability of the four remaining
methods (GA, SA, SIM and RNB), the graphs showing the variation of the parameter
Copyright 2007 IAHS Press

444

Monomoy Goswami & Kieran Michael OConnor

Table 1 Coefficient of variation (CV) of the parameters of the SMAR model and the efficiency indices
in 50 optimization runs of the program by each optimization method.
CV of SMAR parameters
T
H
Y
Z
Brosna catchment:
GA
0.03 0.26 0.19 0.07
PSO
0.06 0.24 0.13 0.05
RNB
0.02 0.58 0.27 0.09
SA
0.00 0.13 0.02 0.00
SCEUA
0.06 0.61 0.29 0.23
SIM
0.03 0.24 0.29 0.07
Baihe catchment:
GA
0.02 0.27 0.46 0.28
PSO
0.06 0.20 0.15 0.25
RNB
0.15 0.43 0.44 0.46
SA
0.04 0.32 0.09 0.46
SCEUA
0.13 0.34 0.33 0.36
SIM
0.03 0.14 0.49 0.22

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Optim.
method

NK

Kg

CV of R2
CV of MRE
Calib. Verif. Calib. Verif.

0.10
0.07
0.06
0.00

0.32
0.50
0.20
0.21

0.26
0.60
0.52
0.25

0.30
0.45
0.56
0.56

0.50
0.69
1.06
0.02

0.01
0.25
0.02
0.00

0.03
0.31
0.02
0.02

0.06
0.26
0.04
0.03

0.25
0.32
0.23
0.23

0.17
0.07

0.23
0.35

0.59
0.51

0.38
0.44

0.53
0.78

0.05
0.01

0.09
0.02

0.21
0.06

0.36
0.28

0.11
0.15
0.28
0.08

0.11
0.16
0.24
0.08

0.13
0.09
0.43
0.03

0.03
0.02
0.55
0.00

0.07
0.10
0.42
0.01

0.00
0.07
0.33
0.00

0.06
0.21
0.42
0.06

0.05
0.11
0.21
0.05

0.05
0.09
0.15
0.03

0.16
0.28

0.18
0.07

0.32
0.07

0.07
0.01

0.38
0.28

0.01
0.00

0.07
0.04

0.09
0.04

0.12
0.07

values and Table 1 giving the CV values are studied. It may be observed that for the
SA, the variations of the parameter values in successive tests are small in comparison
to the other methods and the values of the CVs of the parameters are generally the
lowest. This indicates that while all four methods produce similar efficiency values for
parameter estimation in the case of the Brosna catchment, the SA is most likely to
produce the sets of parameter values which do not differ from test to test. Table 2
provides the values of the parameters and the efficiency indices for the test corresponding to the maximum R2 value in verification for the Brosna catchment. Figure 8(a)
shows scatter plots of the errors as ratios of observed flows and the observed flows as
fractions of the peak flow (91.5 m3 s-1) produced by the SA method for that test. It is
observed from Table 2 that, although the R2 value in calibration by the SA method is
the highest, the R2 value in verification by this method is the second lowest, the lowest
being that by the SCE-UA. The fact that the R2 value in calibration is very high
compared with its relatively low value in verification is investigated with reference to
the flow data. It is observed that very high flow values including the highest and the
second highest occurred in the calibration period whereas the magnitudes of the peak
flows in the verification period are relatively low, as indicated also in Fig. 8(a). As the
length of data for calibration is relatively short (only four years of daily data) and the
global MSE-based objective function is optimized, the model, while producing a good
fit of the high flow values in calibration, fails to adequately simulate the lower flow
peaks in verification. Hence, in order to draw further conclusions, the additional MRE
statistic is used. It can be observed that the MRE value in verification by the SA
method is the second lowest, the lowest being that by the SCE-UA. As indicated in
Table 3, the SA method proved to be computationally less efficient than the other
methods in respect of the total number of function evaluations. However, from
consideration of least variability of the parameter values in successive tests combined
with a low MRE in verification, the SA method can be considered suitable for paraCopyright 2007 IAHS Press

445

Comparison of automatic optimization techniques

Optim.
Test Parameter
Method
no.
T
H
Y
Brosna catchment:
GA
12
0.93 0.21 60.91
PSO
2
0.97 0.28 55.12
RNB
44
1.00 0.76 100.00
SA
32
0.93 0.20 53.28
SCE-UA 19
0.97 0.19 98.00
SIM
16
0.93 0.28 66.51
Baihe catchment:
GA
4
0.63 0.29 91.47
PSO
28
0.69 0.38 24.93
RNB
31
0.82 0.43 46.24
SA
38
0.66 0.38 30.28
SCE-UA 33
0.70 0.34 65.34
SIM
50
0.71 0.47 99.93

1.0

(a)

119.1
124.99
122.33
125.00
117.74
125.00

0.95
0.87
0.78
0.87
0.90
0.87

0.40
0.38
0.89
0.93
0.95
0.36

1.06 7.87 156.84

1.09 7.62 182.74
1.00 10.00 28.68
3.44 2.57 24.48
8.15 3.84 24.16
1.00 8.87 157.54

82.76
83.12
79.47
84.86
77.33
83.49

82.88
83.46
83.03
77.44
76.55
82.41

0.41
0.37
0.42
0.39
0.42
0.39

0.89
0.84
0.63
0.55
0.53
0.86

61.85
48.04
25.48
59.84
31.50
46.53

0.50
0.56
0.50
0.50
0.63
0.50

0.60
1.00
0.75
0.64
0.80
0.74

4.98
4.24
4.87
4.49
8.18
4.70

84.87
75.26
84.20
85.05
82.90
84.88

79.96
84.28
81.43
74.03
82.14
78.45

0.51
0.59
0.50
0.48
0.59
0.47

0.68
0.71
0.60
0.63
0.75
0.60

2.57
2.65
2.56
2.61
2.37
2.58

0.0

1.0

2
4
6
8
10
Error/Obs. flow
Optimisation by: SA
Calibration period

0.6
0.4
0.2
0.0
-2

2
4
6
Error/Obs. flow

10

Optimisation by: SA
Verification period

0.8
0.6
0.4
0.2
0.0
-2

2
4
6
8 10
Error/Obs. flow
Optimisation by: SA
Verification period

-2

2
4
6
Error/Obs. flow

1.0
0.8
Obs.flow/Peak flow

0.8

177.63
199.27
140.15
200.00
143.98
185.38

1.0

Obs.flow/Peak flow

Obs.flow/Peak flow

0.2

MRE
Calib. Verif.

0.4

Kg

Verif.

0.6

-2

(b)

NK

R2 (%)
Calib.

Optimisation by: SA
Calibration period

0.8

Obs.flow/Peak flow

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Table 2 Values of parameters of the SMAR model and the efficiency indices corresponding to the run producing best
R2 efficiency value in verification amongst 50 optimization runs of the program by each optimization method.

0.6
0.4
0.2
0.0
8

10

Fig. 8 Scatter plots of errors as ratios of observed flows and observed flows as
fractions of the peak flow corresponding to the highest R2 index produced by the SA
method: (a) Brosna catchment; and (b) Baihe catchment.

meter estimation of the SMAR model for the Brosna catchment. Figure 8(a) shows
that, in calibration, while the errors corresponding to the medium and low flow values
are generally well distributed about the vertical line of zero error, the high flow values
are generally underestimated. In verification, the pattern of errors indicates general
overestimation of the flow values. These observations explain why the MRE values in
calibration are lower than those in verification.

Copyright 2007 IAHS Press

446

Monomoy Goswami & Kieran Michael OConnor

Table 3 Number of function evaluations in the 50th test and the relative time taken for 50 optimization
runs by each optimization method.
Optim.
method

Downloaded by [71.196.192.211] at 11:22 12 May 2015

GA
PSO
RNB
SA
SCE-UA
SIM

No. of function evaluations

Brosna
Baihe
5000
5000
5001
5001
961
1333
22501
26101
5092
5092
394
700

Total time taken in 50 tests (h:min:s)

Brosna
Baihe
0:04:48
0:05:11
2:22:9
2:28:19
0:02:27
0:01:53
0:26:35
0:27:30
1:08:47
1:07:30
0:00:41
0:00:41

For the Baihe catchment, it can be seen from Fig. 7 and Table 1 that the efficiency
indices for the PSO, RNB and SCE-UA methods vary considerably from test to test. In
contrast, the GA, SA and SIM methods generally produce similar values of these
indices in the different tests. The coefficients of variation of five out of the nine SMAR
parameters, namely Y, C, N, NK and Kg, and the MRE in verification are seen to be
lowest for the SA method. The performance of the simplex method is also high because
it produces the lowest coefficients of variation of the parameters H, Z and G, and of the
R2 index in verification. From Table 2, which provides the values of the parameters and
the efficiency indices for the test producing the highest R2 efficiency in verification, it
is seen that, for the Baihe catchment, the SA produces the highest R2 efficiency in
calibration but the least R2 efficiency in verification. Scatter plots of the errors as ratios
of observed flows and the observed flows as fractions of the peak flow (20 200 m3 s-1)
produced by the SA method for that test are shown in Fig. 8(b). The reason for the
apparent discrepancy in the R2 values is similar to that described in the previous paragraph for the Brosna catchment, i.e. the highest flow peaks are in the longer calibration
period. As for the Brosna, the MRE in verification for the Baihe is also relatively low.
The SIM method produces a little higher value of R2 and a little lower value of the
MRE in verification, in comparison to the SA method. From consideration of the
number of function evaluations and the time taken for optimization indicated in Table
3, the SIM method would appear to outperform the SA method. However, from
consideration of the least variability of the greatest number of parameters, the globalsearch SA method can also be considered suitable for parameter estimation of the
SMAR model for the Baihe catchment. The pattern of errors for this catchment, shown
in Fig. 8(b), and the observation concerning the lower value of MRE in calibration are
similar to those for the Brosna catchment discussed in the preceding paragraph.
Thus, for both catchments, the values of the parameters optimized by the SA
method differ least from test to test. This implies that equifinality in the parameter
space can be expected to be less pronounced when the SA method is used for
optimization of the SMAR model for the two test catchments. In effect, the values of
the parameters obtained by application of the SA method can be reliably considered as
being representative for these catchments for applications which ideally require
uniqueness of parameter values, as when relating the parameters of the SMAR model
to physical catchment descriptors, and in regional studies involving the SMAR model
for continuous streamflow estimation.
A comparison of the CV values obtained by the SA method for the Brosna and the
Baihe catchments, as given in Table 1, shows that the CVs of the five water balance
Copyright 2007 IAHS Press

Comparison of automatic optimization techniques

447

parameters of the SMAR model, namely, T, H, Y, Z and C are larger in the case of the
Baihe catchment. Generally such larger variations for the Baihe catchment are also
observed for the other optimization methods. This can be explained by the larger size
of the Baihe catchment (about 51 times larger than the Brosna) which experiences
larger variability in rainfall and produces highly variable flow magnitudes. Such
variability of input data results in a more poorly-behaved parameter space as reflected
in the CV values of the parameters. The wider variability in the values of the water
balance parameters for this large catchment also reflects the inadequacy of the lumped
rainfall approach in conceptual rainfallrunoff modelling in this case.

Downloaded by [71.196.192.211] at 11:22 12 May 2015

CONCLUSION
The behaviour of the optimization methods in producing optimum parameter values
does not differ when 50, 100 and 150 tests are considered. From consideration of the
least variability in parameter values in successive tests and of the least value of the
MRE in verification, the probabilistic global simulated annealing (SA) search method
can be considered best for optimization of the parameter values of the SMAR model in
the case of the two test catchments. This also implies that for the test cases, the
equifinality in the parameter space can be expected to be less pronounced when the SA
method is used. The variability in the values of the water balance parameters of the
SMAR model in successive optimization tests is influenced by the size of the
catchment. For the larger Baihe catchment, which is characterized by hydrometeorological and physiographical heterogeneity and the consequent variability in the input
data series, most of the optimization methods produce high variation of parameter
values in successive tests, but for the SA method such variation is found to be
relatively the lowest. As confirmed in this study, for flow simulation with a given
model, different optimization methods perform differently for different catchments.
Hence, it is recommended that a series of repetitive tests with different starting values
of the parameters by each optimization method be undertaken for deciding on the most
appropriate method of optimization.
Acknowledgement The authors are grateful to the two anonymous reviewers whose
detailed comments and constructive suggestions contributed greatly to the improvement and readability of this paper.
REFERENCES
Abdulla, F. A., Lettenmaier, D. P. & Liang, X. (1999) Estimation of the ARNO model baseflow parameters using daily
streamflow data. J. Hydrol. 222, 3754.
Anctil, F., Lauzon, H., Andrassian, V., Oudin, L. & Perrin, C. (2006) Improvement of rainfallrunoff forecasts through
mean areal rainfall optimization. J. Hydrol. 328, 717725.
Beven, K. (2006) A manifesto for the equifinality thesis. J. Hydrol. 320, 1836.
Chau, K. W. (2006) Particle swarm optimization training algorithm for ANNs in stage prediction of Shing Mun River.
J. Hydrol. 329, 363 367.
Cheng, C. T., Ou, C. P. & Chau, K. W. (2002) Combining a fuzzy optimal model with a genetic algorithm to solve multiobjective rainfallrunoff model calibration. J. Hydrol. 268(1/4), 7286.
Clerc, M. & Kennedy, J. (2002) The particle swarmexplosion, stability, and convergence in a multidimensional complex
space. IEEE Trans. Evolutionary Comput. 6 (1), 5873.

Copyright 2007 IAHS Press

Downloaded by [71.196.192.211] at 11:22 12 May 2015

448

Monomoy Goswami & Kieran Michael OConnor

Cooper, V. A., Nguyen, V.-T.-V. & Nicell, J. A. (2007) Calibration of conceptual rainfallrunoff models using global
optimization methods with hydrologic process-based parameter constraints. J. Hydrol. 334(3/4), 455466.
Cooper, V. A., Nguyen, V. T. V. & Nicell, J. A. (1997) Evaluation of global optimization methods for conceptual rainfall
runoff model calibration. Water Sci. Tech. 36(5), 5360.
Corana, A., Marchesi, M., Martini, C. & Ridella, S. (1987) Minimizing multimodal functions of continuous variables with
the simulated annealing algorithm. ACM Trans. Math. Software 13(3), 262280.
Duan, Q. (2003) Global optimization for watershed model calibration. In: Calibration of Watershed Models (ed. by
Q. Duan, H. V. Gupta, S. Sorooshian, A. N. Rousseau & R. Turcotte), 89104. Water Science and Application 6,
Am. Geophys. Union, Washington DC, USA.
Duan, Q. Y., Gupta, V. K. & Sorooshian, S. (1993) Shuffled complex evolution approach for effective and efficient global
minimization. J. Optimiz. Theory Appl. 76(3), 501521.
Duan, Q. Y., Sorooshian, S. & Gupta, V. K. (1992) Effective and efficient global optimization for conceptual rainfall
runoff models. Water Resour. Res. 28(4), 10151031.
Duan, Q. Y., Sorooshian, S. & Gupta, V. K. (1994) Optimal use of the SCEUA global optimization method for
calibrating watershed models. J. Hydrol. 158, 265284.
Eberhart, R. C. & Shi, Y. (2004) Guest editorial on special issue on particle swarm optimization. IEEE Trans.
Evolutionary Comp. 8(3), 201203.
Elshorbagy, A., Simonovic, S. P. & Panu, U. S. (2000) Performance evaluation of Artificial Neural Networks for runoff
prediction. J. Hydrol. Engng 5(4), 424427.
Favre, A. C., Musy, A. & Morgenthaler, S. (2004) Unbiased parameter estimation of the Neyman-Scott model for rainfall
simulation with related confidence interval. J. Hydrol. 286, 168178.
Fazala, M. A., Imaizumia, M., Ishidaa, S., Kawachib, T. & Tsuchihara, T. (2005) Estimating groundwater recharge using
the SMAR conceptual model calibrated by genetic algorithm. J. Hydrol. 303, 5678.
Filho, A. J. P. & dos Santos, C. C. (2006) Modelling a densely urbanized watershed with an artificial neural network,
weather radar and telemetric data. J. Hydrol. 317, 3148.
Fletcher, R. (1970) A new approach to variable metric algorithms. Comput. J. 13, 317322.
Fletcher, R. & Powell, M. (1963) A rapidly convergent descent method for minimization. Comput. J. 6, 163168.
Franchini, M., Galeati, G. & Berra, S. (1998) Global optimization techniques for the calibration of conceptual rainfall
runoff models. Hydrol. Sci. J. 43(3), 443458.
Freedman, V. L., Lopes, V. L. & Hernandez, M. (1998) Parameter identifiability for catchment-scale erosion modelling: a
comparison of optimization algorithms. J. Hydrol. 207, 8397.
Gan, T. Y. & Biftu, G. F. (1996) Automatic calibration of conceptual rainfallrunoff models: optimization algorithms,
catchment conditions, and model structure. Water Resour. Res. 32(12), 35133524.
Gill, M. K., Kaheil, Y. H., Khalil, A., McKee, M. & Bastidas, L. (2006) Multiobjective particle swarm optimization for
parameter estimation in hydrology. Water Resour. Res. 42(7), W07417, doi:10.1029/2005WR004528.
Goldberg, D. E. (1989) Genetic Algorithms in Search, Optimization, and Machine Learning. Addison-Wesley, Boston, USA.
Holland, J. H. (1975) Adaptation in Natural and Artificial Systems. The University of Michigan Press, Ann Arbor, USA.
Hooke, R. & Jeeves, T. A. (1969) Direct search solutions of numerical and statistical problems. J. Ass. Comp. Mach. 8(2),
212229.
Ibbitt, R. P. & ODonnell, T. (1971) Fitting methods for conceptual catchment models. J. Hydraul. Div., Proc. ASCE
97(9), 13311342.
Kachroo, R. K. (1992) River flow forecasting, Part 5: Applications of a conceptual model. J. Hydrol. 133, 141178.
Kachroo, R. K., Sea, C. H., Warsi, M. S., Jemenez, H. & Saxena, R. P. (1992) River flow forecasting, Part 3, Applications
of linear techniques in modelling rainfallrunoff transformations. J. Hydrol. 133(1/2), 4197.
Kennedy, J. & Eberhart, R. C. (1995) Particle swarm optimization. In: Proc. IEEE Int. Conf. on Neural Networks (ICNN,
1995), 4, 19421948. The University of Western Australia, Perth, Australia.
Kennedy, J., Eberhart, R. C. & Shi, Y. (2001) Swarm Intelligence. Morgan Kaufmann, San Francisco, USA.
Kirkpatrick, S., Gelatt, C. D., Jr & Vecchi, M. P. (1983) Optimization by simulated annealing. Science 220, 671680.
doi:10.1126/science.220.4598.671.
Kuczera, G. (1997) Efficient subspace probabilistic parameter optimization for catchment models. Water Resour. Res.
33(1), 177185.
Levenberg, K. (1944) A method for the solution of certain problems in least squares. Quart. Appl. Math. 2, 164168.
Liang, G. C. (1992) A note on the revised SMAR model. Workshop Memorandum. National Univ. of Ireland, Galway
(unpublished).
Liang, G. C., Kachroo, R. K., Kang, W. & Yu, X. Z. (1992) River flow forecasting, Part 4, Applications of linear
modelling techniques for flow routing on large catchments. J. Hydrol. 133(1/2), 99140.
Luce, C. & Cundy. T. W. (1994) Parameter identification for a runoff model for forest roads. Water Resour. Res. 30(4).
10571069.
Madsen, H., Wilson, G. & Ammentorp, H. C. (2002) Comparison of different automated strategies for calibration of
rainfallrunoff models. J. Hydrol. 261 (1/2), 4859.
Marquardt, D. W. (1963) An algorithm for least squares estimation of nonlinear parameters. SIAM J. Ind. and Appl. Math.
11, 431441.
Masri, S. F., Bekey, G. A. & Safford, F. B. (1980) A global optimization algorithm using adaptive random search. Appl.
Math. Comput. 7, 353375.
Metropolis, N., Rosenbluth, A., Rosenbluth, M., Teller, A., Teller, E. (1953) Equation of state calculations by fast
computing machines. J. Chem. Phys. 21, 10871090.

Copyright 2007 IAHS Press

Downloaded by [71.196.192.211] at 11:22 12 May 2015

Comparison of automatic optimization techniques

449

Nash, J. E. & Sutcliffe, J. V. (1970) River flow forecasting through conceptual models, Part 1, A discussion of principles.
J. Hydrol. 10, 282290.
Nelder, J. A. & Mead, R. (1965) A simplex method for function minimization. Computer J. 7, 308313.
Pardo-Igzquiza, E. (1998) Optimal selection of number and location of rainfall gauges for rainfall estimation using
geostatistics and simulated annealing. J. Hydrol. 210, 206220.
Pintr, J. D. (1995) Global Optimization in Action. Kluwer, Amsterdam, The Netherlands.
Price, W. L. (1978) A controlled random search procedure for global optimization. In: Towards Global Optimization 2
(ed. by C. W. L. Dixon & G. P. Szeg), 7184. North-Holland, Amsterdam, The Netherlands.
Pronzato, L., Walter, E., Venot, A. & Lebruchec, J. F. (1984) A general purpose global optimizer: implementation and
applications. Math. Comput. in Simulations 26, 412422.
Rosenbrock, H. H. (1960) An automatic method for finding the greatest or least value of a function. Comput. J. 7, 175
184.
Rozos, E., Efstratiadis, A., Nalbantis, I. & Koutsoyiannis, D. (2004) Calibration of a semi-distributed model for
conjunctive simulation of surface and groundwater flows. Hydrol. Sci. J. 49(5), 819842.
Shamseldin, A. Y. & OConnor, K. M. (1999) A real-time combination method for the outputs of different rainfallrunoff
models. Hydrol. Sci. J. 44(6), 895912.
Shamseldin, A. Y., OConnor, K. M. & Liang, G. C. (1997) Methods for combining the outputs of different rainfallrunoff
models. J. Hydrol. 197, 203229.
Solomatine, D. P. (1999) Two strategies of adaptive cluster covering with descent and their comparison to other
algorithms. J. Global Optimization 14(1), 5578.
Sorooshian, S., Duan, Q. & Gupta, V. K. (1993) Calibration of rainfallrunoff models: Application of global optimization
to the Sacramento soil moisture accounting model. Water Resour. Res. 29(4), 11851194.
Spendley, W., Hext, G. R. & Himsworth, F. R. (1962) Sequential application of simplex designs in optimization and
evolutionary design. Technometrics 4, 441461.
Sumner, N. R., Flemming, P. M. & Bates, B. C. (1997) Calibration of a modified SFB model for twenty-five Australian
catchments using simulated annealing. J. Hydrol. 197(1/4), 166188.
Takagi, T. & Sugeno, M. (1985) Fuzzy identification of systems and its application to modelling and control. IEEE Trans.
Syst. Man. Cybern. 15, 116132.
Tan, B. Q. & OConnor, K. M. (1996) Application of an empirical infiltration equation in the SMAR conceptual model.
J. Hydrol. 185, 275295.
Thyer, M., Kuczera, G. & Bates, B. C. (1999) Probabilistic optimization for conceptual rainfallrunoff models: a
comparison of shuffled complex evolution and simulated annealing algorithms. Water Resour. Res. 35(3), 767773.
Trn, A. A. & Zilinskas, A. (1989) Global Optimization. Lecture Notes in Computer Science no. 350, Springer-Verlag,
Berlin, Germany.
Vrugt, J. A. (2004) Towards improved treatment of parameter uncertainty in hydrologic modeling. PhD Thesis, University
of Amsterdam, The Netherlands.
Vrugt, J. A., Gupta, H. V., Bouten, W. & Sorooshian, S. (2003) A shuffled complex evolution metropolis algorithm for
estimating posterior distribution of watershed model parameters. In: Calibration of Watershed Models (ed. by
Q. Duan, H. V. Gupta, S. Sorooshian, A. N. Rousseau & R. Turcotte), 105112. Water Science and Application 6,
Am. Geophys. Union, Washington DC, USA.
Vugrin, K. E. (2005) On the effects of noise on parameter identification optimization problems. PhD Dissertation, Virginia
Polytechnic Institute and State University, Blacksburg, Virginia, USA.
Wang, Q. J. (1991) The Genetic Algorithm and its application to calibrating conceptual rainfallrunoff models. Water
Resour. Res. 27(9), 24672471.
Yue, S. & Hashino, M. (2000) Unit hydrographs to model quick and slow runoff components of streamflow. J. Hydrol.
227, 195206.

Received 3 October 2006; accepted 26 March 2007

Copyright 2007 IAHS Press