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Parameter Estimation of Nonlinear Muskingum Models Using Nelder-Mead

Simplex Algorithm

Article  in  Journal of Hydrologic Engineering · November 2011

DOI: 10.1061/(ASCE)HE.1943-5584.0000379

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 Parameter Estimation of Nonlinear Muskingum Models
Using Nelder-Mead Simplex Algorithm
Reza Barati1

Abstract: The linear form of the Muskingum model has been widely applied to river flood routing. However, a nonlinear relationship
between weighted-flow and storage volume exists in most rivers, making the use of the linear Muskingum model inappropriate. On the
other hand, the application of the nonlinear Muskingum model suffers from hydrologic parameters estimation. The current study aims
at presenting the objective approach of the Nelder-Mead simplex (NMS) algorithm for the purpose of estimating the parameters of the
nonlinear Muskingum model. The performance of this algorithm is compared with other reported parameter estimation techniques together
with a historical example. Results of the implementation of this procedure indicate that the NMS algorithm is efficient for the estimating
parameters of the nonlinear Muskingum models. This algorithm is easy to be programmed, and it is quite efficient for finding an optimal
solution very quickly. Although this technique requires an initial guess for the parameter estimation, results of the sensitivity analysis of the
initial parameter values showed that in 84.8% of the cases, the optimum or near-optimum results are achieved. DOI: 10.1061/(ASCE)HE
.1943-5584.0000379. © 2011 American Society of Civil Engineers.
CE Database subject headings: Floods; Routing; Hydrologic models; Optimization; Algorithms.
Author keywords: Flood routing; Hydrologic models; Optimization; Algorithms.

Introduction
The importance of flood routing in rivers has been vastly recog-
nized in hydrologic engineering practices. Field data scarcity often
prevents the use of the 1D Saint-Venant equations of gradually
varied unsteady flow to route floods in rivers. One of the hydrologic
routing techniques, the Muskingum method (McCarthy 1938),
has been frequently used to route floods in natural channels and
rivers. In the linear Muskingum model, the following continuity
and storage equations are used:
plotted loop can be chosen as the correct value of X, and the slope
of the straight line fitted through the loop gives K.
Yoon and Padmanabhan (1993) shows that when the relation-
ship between ½XI t þ ð1
XÞOt  and St is not linear, use of a non-
linear model may be more appropriate. In previous research, two
forms of nonlinear Muskingum models have been recommended
for taking into account the nonlinearity (Gill 1978; Singh and
Scarlatos 1987; Mohan 1997; Luo and Xie 2010) as
St ¼ K½XI t þ ð1
XÞOt m ð3Þ

dSt ΔSt St ¼ K½XI m

≈ ¼ I t
Ot
dt Δt
St ¼ K½XI t þ ð1
XÞOt 
where St = channel storage at time t (L3 ); I t and Ot = rates of
the inflow and outflow at time t (L3 T
1 ); K = storage-time constant
for the river reach (T), which has a value close to the flow travel
time through the river reach; X = dimensionless weighting factor
commonly varying between 0.0 and 0.3 for stream channels, and
between 0 and 0.5 for reservoir storage; and Δt = time step (T),
which must be greater than 2KX on the basis of kinematic wave
theory.
Frequently, the parameters K and X in the linear Muskingum
model are graphically estimated by a trial-and-error procedure.
After X is assumed, the values of ½XI t þ ð1
XÞOt  are computed
by using observed data in both upstream and downstream and
plotted against St . The value of X that minimizes the width of the
1
P.G. Researcher, Young Researchers Club, Mashhad Branch, Islamic
Azad Univ., Mashhad, Iran. E-mail: r88barati@gmail.com
Note. This manuscript was submitted on June 16, 2010; approved on
January 12, 2011; published online on January 14, 2011. Discussion period
open until April 1, 2012; separate discussions must be submitted for indi-
vidual papers. This technical note is part of the Journal of Hydrologic En-
gineering, Vol. 16, No. 11, November 1, 2011. ©ASCE, ISSN 1084-0699/
2011/11-946–954/$25.00.
t þ ð1
XÞOt  ð4Þ
m
ð1Þ
These models have an additional parameter m ( = exponent power),
ð2Þ which can be determined by using alternative parameter estimation
methods. On the other hand, K with dimension of ½L3ð1
mÞ T m  in
nonlinear models unlike the linear model does not describe the
travel time of the flood wave. In addition, X does not have to be
the same as in the linear model.
Many methods have been proposed in the literature for estimat-
ing the hydrologic parameters for the nonlinear Muskingum models
(Gill 1978; Tung 1985; Yoon and Padmanabhan 1993; Mohan
1997; Kim et al. 2001; Das 2004; Geem 2006; Das 2007; Chu and
Chang 2009; Luo and Xie 2010). Gill (1978) recommended the
least squares method (LSM) to estimate the values of the three
parameters: K, X, and m. If more than a few time steps are included,
his algorithm could be very time-consuming. Tung (1985) sug-
gested three techniques to calibrate the parameters by using various
curve-fitting methods. He utilized the Hooke-Jeeves (HJ) pattern
search in conjunction with simple linear regression (LR), the
conjugate gradient (CG), and the Davidon-Fletcher-Powell (DFP)
algorithms. The performances of the methods were compared
with Gill’s method, and HJ+CG and HJ+DFP techniques yield
better results (Geem 2006). Yoon and Padmanabhan (1993) pro-
posed a nonlinear technique with linearity determination. The
recommended algorithm is an iterative procedure and includes the
nonlinear least squares regression (NONLR). Mohan (1997)

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proposed an alternative search technique, derived from genetic
algorithm (GA), for estimating the parameters of the models of
Eqs. (3) and (4) and reported a better performance than other meth-
ods proposed in the literature. GA is heuristic iterative search algo-
rithm that attempts to find the optimal solution in a given decision
space derived from a search algorithm that mimics Darwinian
evolution and survival of the fittest in a natural environment
(Cheng et al. 2002). Kim et al. (2001) applied the harmony search
(HS) algorithm to the same parameter calibration problem. Their
results show that HS estimation was better than GA and also
did not require that the initial values of the design parameters were
close to the optimum. However, this method requires careful atten-
tion for the harmony memory considering rate and pitch adjusting
rate. Das (2004) estimated parameters for linear and nonlinear
Muskingum models by using the Lagrange multiplier. This method
transforms the constrained parameter optimization problem into an
unconstrained problem. The Lagrange multiplier estimates optimal
parameters by using the first-order necessary condition for optima.
The results obtained by this method were not as good as the results
obtained by other researchers (Luo and Xie 2010). Geem (2006)
recommended the Broyden-Fletcher-Goldfarb-Shanno (BFGS) al-
gorithm to find the values of the three parameters in the nonlinear
Muskingum model. This technique found the best parameter values
compared to previous results in terms of the sum of the square
deviation between the observed and routed outflows. However,
BFGS requires initial value assumption for the K, X, and m param-
eters. Das (2007) offered a chance-constrained optimization-based
model for Muskingum model parameter estimation. This model is
very complex and requires massive computation for parameter es-
timation of the Muskingum model (Luo and Xie 2010). Chu and
Chang (2009) used the particle swarm optimization (PSO) tech-
nique to estimate parameters for the nonlinear Muskingum model.
PSO does not demand any initial estimate of values of any of the
parameters. However, the result obtained by PSO was not as good
as the results obtained by other methods such as HS and BFGS.
Luo and Xie (2010) recommended an immune clonal selection al-
gorithm (ICSA) to find the values of the three parameters in the
nonlinear Muskingum model. ICSA is an intelligent algorithm that
can efficiently overcome the prematurity and slow convergence
speed of the traditional evolution algorithm. However, the sensitiv-
ity analysis is required for determination of the algorithm param-
eters such as the clonal scale, mutation probability, and crossover
probability.
In previous research, including hydrological modeling, the
Nelder-Mead simplex (NMS) algorithm has been successfully
applied (HEC-HMS 2000; Abida 2009; Ouria and Toufigh
2009). In this study, the parameter estimation for the nonlinear
Muskingum model is presented by using the NMS algorithm. The
results of this algorithm are compared with other reported tech-
niques (Gill 1978; Tung 1985; Mohan 1997; Kim et al. 2001; Geem
2006; Luo and Xie 2010) through a historical example. Because the
nonlinear Muskingum model in Eq. (4) is not as popular as the one
in Eq. (3) (Geem 2006; Luo and Xie 2010), this paper will focus on
the latter model for comparison purposes.
Routing Procedure of Nonlinear Muskingum Model
By rearranging Eq. (3), the routed outflow Ot can be declared as


1=m
 initial guess is used as one of the vertices of the simplex. The
1 St X n remaining vertices of the initial simplex are found by adding
Ot ¼
I ð5Þ
1
X K 1
X t
By substituting Eq. (5) in Eq. (1), the time rate of change of the
storage volume can be achieved as
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1=m

ΔSt 1 St 1
¼
þ I ð6Þ
Δt 1
X K 1
X t
Also, the next accumulated storage can be expressed as
Stþ1 ¼ St þ ΔSt ð7Þ
The solution procedure for the nonlinear model of Eq. (3) includes
the following steps (Tung 1985; Kim et al. 2001; Geem 2006):
Step 1. Determine values of the hydrologic parameters by applying
optimization techniques. For the practical example data and NMS
technique, the parameter vector is (K ¼ 0:5175, X ¼ 0:2869,
and m ¼ 1:8681).
Step 2. Compute the initial storage volume by Eq. (3), where the
initial flow rate at downstream section is the same as the initial flow
rate at upstream section. For example, St ¼ 166:61.
Step 3. Compute the time rate of change of the channel storage by
Eq. (6). For example, ΔSt =Δt ¼ 1:4019, where Δt ¼ 6.
Step 4. Calculate the accumulated storage at the next time by
Eq. (7). For example, Stþ1 ¼ 175:02.
Step 5. Compute the magnitude of the outflow at the next time by
Eq. (5). For example, Otþ1 ¼ 22:42.
These steps carry out unit total number of discharge hydrograph
ordinates (N) are calculated. A similar procedure may be developed
for the model given by Eq. (4).
Nelder-Mead Simplex Algorithm
The Nelder-Mead simplex algorithm for unconstrained optimiza-
tion has been used extensively to solve parameter estimation and
other problems since its inception by Nelder and Mead (1965).
In the past several years, the NMS technique has been successfully
applied, including in hydrological modeling. For example, the
U.S. Army Corps of Engineers has used the NMS algorithm in
Hydrologic Engineering Center-Hydrologic Modeling System
(HEC-HMS) software as a search method for optimization of the
hydrologic parameters (HEC-HMS 2000). In this software, optimi-
zation of the hydrologic parameters [such as initial abstraction
and curve number in soil conservation service (SCS) loss model;
moisture deficit, hydraulic conductivity, and wetting front suction
in the Green and Ampt loss model; and time of concentration and
storage coefficient in Clark’s unit hydrograph (UH) model] can be
done. Ouria and Toufigh (2009) presented the application of the
NMS algorithm for unconfined seepage problems. Abida (2009)
applied the NMS technique to estimate parameters required for
routing floods through open compound channels.
The NMS algorithm shares similarities with evolutionary com-
putation techniques such as GA and PSO (Fan et al. 2006; Lasheen
et al. 2009; Zahara and Kao 2009). This method attempts to min-
imize a scalar-valued nonlinear function of n real variables by using
only function values, without any derivative information (Lagarias
et al. 1998). Thus, the NMS technique is classified in the general
class of direct search methods. In the NMS algorithm, simplex is a
geometric shape in n dimensions of nonzero volume that is the con-
vex hull of n þ 1 vertices (Lagarias et al. 1998). The algorithm is
started by setting up an initial simplex. Therefore, NMS technique
uses an initial guess of the user to produce the initial simplex. The
ΔL (%) to each component of the initial guess vector. The oper-
ations of the NMS algorithm rescale the simplex by using four
basic procedures: reflection, expansion, contraction, and shrinkage
(see Fig. 1).

Fig. 1. Flowchart of Nelder-Mead simplex algorithm
Let f ðxÞ be the function for minimization, and xi denotes the list
of points in the current simplex, i ¼ 1; …; n þ 1. Then, the NMS
technique procedure presented in Lagarias et al. (1998) can be
done. This procedure contains the following steps:
Step 1. Order. Order the n þ 1 vertices to meet f ðx1 Þ ≤
f ðx2 Þ ≤    ≤ f ðxnþ1 Þ.
Step 2. Reflect. Compute the reflection point xr by
xr ¼
x þ ρð
x
xnþ1 Þ; ðρ > 0Þ ð8Þ
Pn
where
x ¼ ð1=nÞ i¼1 xi = centroid of the n best points.
Also calculate f r ¼ f ðxr Þ. If f 1 ≤ f r < f n , accept the reflected
point xr and terminate the iteration.
Step 3. Expand. If f r < f 1 , compute the expansion point xe by
xe ¼
x þ χðxr

xÞ; ðχ > 1 and χ > ρÞ
Also calculate f e ¼ f ðxe Þ. If f e < f r , accept xe , and terminate the
iteration; otherwise (if f e ≥ f r ), accept xr and terminate the
iteration.
Step 4. Contract. If f r ≥ f n , execute a contraction between
x and
the better of xnþ1 and xr .
a. Outside. If f n ≤ f r < f nþ1 , compute the outside contraction
point xc by
xc ¼
x þ γðxr

xÞ; ð0 < γ < 1Þ
Also calculate f c ¼ f ðxc Þ. If f c < f r , accept xc and terminate the
iteration; otherwise, continue with step 5.
Fig. 2. The illustration of new points in search space of Nelder-Mead simplex algorithm
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b. Inside. If f r ≥ f nþ1 , compute the inside contraction point xcc
by
xcc ¼
x
γð
x
xnþ1 Þ ð11Þ
Also calculate f cc ¼ f ðxcc Þ. If f cc < f nþ1 , accept xcc and terminate
the iteration; otherwise, continue with step 5.
Step 5. Shrink. Compute the n points by
vi ¼ x1 þ σðxi
x1 Þ; ð0 < σ < 1Þ ð12Þ
Also calculate f ðvi Þ, i ¼ 2; …; n þ 1. The unordered vertices of the
simplex at the next iteration are composed of x1 ; v2 ; …; vnþ1 .
The steps are symbolically illustrated in Fig. 2. It can be implied
that the parameters of ρ, χ, and γ = factors by which the volume of
the simplex is reformed by using of the Reflect, Expand, and Con-
tract steps, respectively. Also, a Shrink step reforms the volume of
the simplex by the parameter of σ (Nelder and Mead 1965). The
results of the iterations are either a single new vertex, which repla-
ces with the current worst point (xnþ1 ) in the set of vertices for the
next iteration, or a set of n new points that together with the current
best point (x1 ) form the simplex at the next iteration if a shrink is
executed (Lagarias et al. 1998). The iterations proceed until they
meet stopping criteria. The stopping criteria that are used here con-
sist of (1) the maximum coordinate difference between the current
best point and the other points in the simplex is less than or equal to
ε1 , expressed as
max ðkxi
x1 kÞ ≤ ε1 ð13Þ
2≤i≤nþ1
where k · k = infinity-norm, x1 holds the vertex with the current
lowest value, and ε1 represents the tolerance; and (2) the corre-
sponding difference in function values is less than or equal to ε2
(= tolerance for the difference in function values). Both criteria
must be satisfactory at the same time for each of iteration. On the
other hand, the iteration stops if either the maximum number of
iterations or function evaluations are exceeded. The maximum
numbers of these criteria are limited to 600 for three design param-
ð9Þ eters. For the calculations of the NMS approach, the fminsearch
function of MATLAB including this algorithm (Yang et al. 2005)
was interfaced with a nonlinear Muskingum routing model to find
the optimal values of the hydrologic parameters.
Application Example and Results
For evaluation of NMS technique, a historical example is used. The
ð10Þ data set from Wilson (1974) is considered for illustration purpose.
These data are exhibited to have a nonlinear relationship between
½XI t þ ð1
XÞOt  and St (Yoon and Padmanabhan 1993; Mohan
1997). The objective function of the NMS algorithm is to minimize
the sum of the squared deviations between the calculated and
observed outflows
X
N
min SSQ ¼ fOt
O
^ t g2
t¼1
where SSQ = sum of the square deviation of the observed outflow
and computed outflow (L6 T
2 ); Ot = observed outflow at time
t (L3 T
1 ); O
^ t = computed outflow at time t (L3 T
1 ); and N = total
number of discharge hydrograph ordinates to be simulated. There-
fore, the objective function of the NMS algorithm for the nonlinear
model of Eq. (3) is given as
N 
X 

1=m
 2
1 St X
min SSQ ¼ Ot

I
1
X K 1
X t
t¼1
where I t = observed inflow at time t (L3 T
1 ); St = channel storage
at time t (L3 ); and K, X, and m = design parameters.
In the previous papers, different researchers have presented the
routed outflows with a different number of digits after the decimal
point while the results of the measures are sensitive to the number
of digits after the decimal point. Barati (2010) indicates that the
rounding off effects on measures was faded by rounding off with
three digits after decimal points. For true comparison of the results
of different methods in Table 1, the routed outflows are represented
with three digits after decimal point accuracy. Columns 1–3 of
Table 1 are the actual data (Wilson 1974); columns 4–10 show
the routed flows by using Eq. (3), with the parameters estimated
by LSM (Gill 1978), HJ+DFP (Tung 1985), GA (Mohan 1997),
HS (Kim et al. 2001), BFGS (Geem 2006), ICSA (Luo and Xie
2010), and NMS, respectively. Fig. 3 depicts these results. In ad-
dition, the performance of NMS and the other parameter estimation
procedures are evaluated by using the following measures: (1) the
sum of the square of the deviation between the computed and ob-
served outflows (SSQ [L6 T
2 ]); (2) the sum of the absolute value of
the deviations between the computed and observed outflows (SAD
ð14Þ [L3 T
1 ]); and (3) the absolute value of the deviations of peak of
computed and observed outflows (DPO [L3 T
1 ]). SAD and SSQ
are measures of the bias and accuracy of the techniques, respec-
tively (Mohan 1997). Because all of the methods have good results
in terms of time to peak, the results of different methods are not
compared in this term. The performance criteria of the nonlinear
Muskingum model for various parameter estimation methods and
the hydrologic parameters values are presented in Table 2. Because
SSQ is the objective function, it is the premier measure in Table 2.
Other measures derived from the data may perform differently.
The results indicate that SSQ from NMS give the lowest value
(SSQ ¼ 36:76) than other methods such as HS, GA, HJ+DFP,
ð15Þ LSM, and ICSA and is as accurate as BFGS for the nonlinear model
of Eq. (3). If the effects of three measures are simultaneously con-
sidered, the algorithms such as GA, HS, BFGS, ICSA, and NMS
are challenged. GA gives lower SAD and DPO than other methods,
but it shows far away SSQ from optimal solution than other algo-
rithms. Between HS and ICSA, HS performed better because of
a lower value of SSQ. The comparison between NMS and BFGS
shows that NMS carries out better because of lower values of SAD
and DPO. Finally, NMS and HS are compared. HS resulted in a
lower value of SAD, but NMS produced lower values of SSQ and
DPO. However, the different subjects (such as the number of iter-
ations for convergence, the time convergence, and the algorithm
parameters) must be considered for comparison of different meth-
ods. For example, the comparison between NMS and HS shows
that NMS found the optimal solution in a maximum of 221 itera-
tions, but HS needs about 4,500 iterations for convergence (Kim
et al. 2001). Therefore, the algorithms such as NMS and BFGS
have the shortest operating time for convergence rather than

Table 1. Comparison of Performance of Hydrologic Parameters Estimation Methods

Observed data (m3 s
1 ) Routed outflow (m3 s
1 )
Time (hr) Upstream Downstream LSM HJ+DFP GA HS BFGS ICSA NMS
0 22 22 22.000 22.000 22.000 22.000 22.000 22.000 22.000
6 23 21 22.000 22.000 22.000 22.000 22.000 22.000 22.000
12 35 21 22.814 22.427 22.393 22.418 22.422 22.419 22.422
18 71 26 29.682 26.689 26.369 26.576 26.612 26.585 26.611
24 103 34 39.304 34.847 34.206 34.390 34.460 34.442 34.455
30 111 44 47.977 44.665 44.180 44.111 44.175 44.200 44.166
36 109 55 58.352 56.939 56.999 56.827 56.864 56.912 56.853
42 100 66 67.526 67.683 68.237 68.055 68.069 68.122 68.056
48 86 75 75.130 76.280 77.189 77.085 77.080 77.124 77.069
54 71 82 80.733 82.218 83.295 83.339 83.325 83.346 83.315
60 59 85 83.492 84.697 85.714 85.920 85.905 85.898 85.899
66 47 84 82.968 83.476 84.228 84.546 84.538 84.507 84.535
72 39 80 80.129 79.785 80.180 80.581 80.579 80.527 80.580
78 32 73 74.454 73.339 73.307 73.701 73.706 73.644 73.711
84 28 64 66.971 65.478 65.073 65.394 65.400 65.338 65.408
90 24 54 57.758 56.503 55.824 55.988 55.989 55.941 55.999
96 22 44 47.627 47.482 46.709 46.671 46.658 46.634 46.670
102 21 36 36.968 38.727 38.034 37.776 37.745 37.752 37.757
108 20 30 27.661 31.379 30.918 30.507 30.462 30.495 30.472
114 19 25 21.569 25.902 25.721 25.273 25.224 25.269 25.230
120 19 22 19.005 22.136 22.164 21.779 21.736 21.779 21.740
126 18 19 19.000 20.181 20.260 20.019 19.993 20.020 19.995

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 Fig. 3. Difference between the routed and observed outflows for various methods

Table 2. Hydrologic Parameters Estimates and Comparative Statistics of The results of two group methods are sensitive to the algorithm
Example Data parameters or initial guess. The estimation of the algorithm param-
Parameters values Statistics values eters or initial values assumption for these techniques derived from
the data may be on the same or a different difficulty level.
SSQ SAD DPO
Furthermore, NMS finds better results [SSQ ¼ 245:58 for the
Method K X m ðm6 s
2 Þ ðm3 s
1 Þ ðm3 s
1 Þ
parameter vector (K ¼ 0:4606, X ¼ 0:2287, and m ¼ 1:5012)]
LSM 0.0100 0.2500 2.3470 145.71 46.26 1.51 than [SSQ ¼ 1038:2 for the parameter vector (0.0500, 0.2200,
HJ+DFP 0.0764 0.2677 1.8978 45.62 24.92 0.30 2.3500)] of NONLR (Yoon and Padmanabhan 1993) and [SSQ ¼
GA 0.1033 0.2813 1.8282 38.24 23.00 0.71 264:8 for the parameter vector (0.1773, 0.2305, and 1.7105)] of GA
HS 0.0883 0.2873 1.8630 36.78 23.40 0.92 (Mohan 1997) for the nonlinear model of Eq. (4). Therefore, it can
BFGS 0.0863 0.2869 1.8679 36.76 23.47 0.91 be said that the performance of the NMS algorithm for parameter
ICSA 0.0884 0.2862 1.8624 36.80 23.40 0.90 estimation of nonlinear Muskingum models is as good as or better
NMS 0.0862 0.2869 1.8681 36.76 23.46 0.90 than the other methods.

GA, HS, and ICSA. On the other hand, it is known that algorithms
such as GA, HS, and ICSA do not need initial value assumption for
the hydrologic parameters, but they do require careful considera-
tion when choosing the algorithm parameters, such as the crossover
rate and mutation rate in GA; the harmony memory considering
rate and pitch adjusting rate in HS; and the clonal scale, mutation
probability, and crossover probability in ICSA (Geem 2006; Barati
2010). In contrast, the methods such as HJ+DFP, BFGS, and NMS
do require initial value assumption for K, X, and m parameters.
Discussion
Discussion of Results—Effect of NMS Algorithm
Coefficients
Four scalar parameters consist of coefficients of reflection (ρ), ex-
pansion (χ), contraction (γ), and shrinkage (σ) must be indicated to
define a complete NMS algorithm (Lagarias et al. 1998). On the
other hand, ΔL must be determined on the basis of the smallest
number of function evaluations.

Table 3. Sensitivity Analysis of NMS Parameters in Terms of SSQ

σ ρ ¼ 1=2 ρ ¼ 2=3 ρ¼1
γ ¼ 0:25 γ ¼ 0:5 γ ¼ 0:75 χ¼2 χ¼3 χ¼4 χ¼2 χ¼3 χ¼4 χ¼2 χ¼3 χ¼4
0.25 — — 38.51 37.84 37.81 36.76 36.77 36.77 36.76 37.49 36.77
0.5 — — 38.51 37.84 37.81 36.76 36.77 36.77 36.76 37.49 36.77
0.75 — — 38.51 37.84 37.81 36.76 36.77 36.77 36.76 37.49 36.77
— 0.25 — 39.08 37.67 37.39 36.76 36.76 36.77 36.76 36.76 36.76
— 0.5 — 39.08 37.67 37.39 36.76 36.76 36.77 36.76 36.76 36.76
— 0.75 — 39.08 37.67 37.39 36.76 36.76 36.77 36.76 36.76 36.76
— — 0.25 38.65 37.55 37.46 36.78 36.76 36.76 36.76 36.76 36.76
— — 0.5 38.65 37.55 37.46 36.78 36.76 36.76 36.76 36.76 36.76
— — 0.75 38.65 37.55 37.46 36.78 36.76 36.76 36.76 36.76 36.76
Note: Initial guess (K ¼ 0:1, X ¼ 0:3, and m ¼ 1:75).

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Table 4. Mean and Minimum Number of Function Evaluations for Different Values of χ, γ, σ over Various Vectors of Initial Guess
σ Mean Minimum
γ ¼ 0:25 γ ¼ 0:5 γ ¼ 0:75 χ¼2 χ¼3 χ¼4 χ¼2 χ¼3 χ¼4
a a a
0.25 — — 275 275 354 131 182 354
0.5 — — 229a 275a 354a 131 182 354
0.75 — — 267a 275a 354a 131 182 354
— 0.25 — 201 221 225a 127 128 148
— 0.5 — 195 210 241a 127 128 148
— 0.75 — 197 209 242a 127 128 148
— — 0.25 353 345a 364a 272 261 282
— — 0.5 349 373a 364a 272 261 282
— — 0.75 353 374a 359a 272 261 282
Note: ρ ¼ 1.
a
This combination of NMS parameters failed to find the optimal solution for at least one of the initial values assumption of the hydrologic parameters.

To decide the final values for these parameters and ΔL, the
performance of the NMS technique with different parameter
choices was investigated. A problem encountered in this procedure
was that the size of the initial simplex had an effect on the speed of
convergence; therefore, several vectors of initial guess and several
ΔL of the initial simplex were used (Nelder and Mead 1965).
For all combinations of ρ ¼ ð1=2; 2=3; and 1Þ; χ ¼ ð2; 3; and 4Þ;
γ ¼ ð0:25; 0:5; and 0:75Þ; and σ ¼ ð0:25; 0:5; and 0:75Þ over 10
vectors of initial guess of the hydrologic parameters have been op-
timized. Sensitivity analysis of NMS parameters indicates that the
results are more sensitive than ρ parameter. For example, Table 3
summarizes the results of sensitivity analysis of the key parameters
of NMS in terms of SSQ for the parameter vector (K ¼ 0:1,
X ¼ 0:3, and m ¼ 1:75) as initial guess. It can be seen that in most
of cases SSQ was optimal (SSQ ¼ 36:76) for ρ ¼ 1. On the basis of
these results and the number of function evaluations, ρ ¼ 1 was
selected. Table 4 summarizes the mean and minimum numbers of
function evaluations required for convergence over 10 vectors of
initial guess. In calculation of the mean of the number of function
evaluations, the cases that failed to find the optimal solution are
omitted. It can be seen from Table 4 that the mean and minimum

Fig. 4. Results of sensitivity analysis of ΔL on convergence of Nelder-

Mead simplex algorithm

Table 5. Mean and Minimum Number of Function Evaluations for

Different ΔL over Various Vectors of Initial Guess
Mean
ΔL
a
(%) (1, 2, 0.5, 0.5) (1, 3, 0.5, 0.5) (1, 4, 0.5, 0.5) (1, 2, 0.75, 0.5)
3 201 235 207 330
5 171 192 178 308
7 197 195 220 334
Minimum
ΔL
(%) (1, 2, 0.5, 0.5) (1, 3, 0.5, 0.5) (1, 4, 0.5, 0.5) (1, 2, 0.75, 0.5)
3 163 189 178 250
5 132 144 137 222
7 144 163 198 300 Fig. 5. Results of sensitivity analysis of routing parameters on model
a performance
(ρ, χ, γ, and σ).

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numbers of function evaluations were minimized for χ ¼ 2,
γ ¼ 0:5, and σ ¼ 0:5. The best set of parameters (ρ ¼ 1, χ ¼ 2,
γ ¼ 0:5, and σ ¼ 0:5) have the minimum of the number of function
evaluations for convergence, and this set resulted the optimal sol-
ution in most of vectors of the initial guess.
For investigation of the effect of ΔL on the results, the mean of
the number of function evaluations for 10 vectors of initial guess as
the change of ΔL is presented in Fig. 4. Also the mean and mini-
mum of the number of function evaluations for various ΔL and
NMS parameters for five vectors of initial guess are summarized
in Table 5. It can be said that the number of function evaluations
is smallest for ΔL ¼ 5 (%).
In conclusion, because the universal choices used in the NMS
technique are ρ ¼ 1, χ ¼ 2, γ ¼ 0:5, and σ ¼ 0:5 (Nelder and
Mead 1965; Lagarias et al. 1998; HEC-HMS 2000; Yang et al.
2005; Zahara and Kao 2009), it can be said that NMS does not
require the determination of the algorithm parameters for each case
study. In other words, this set of parameters is best set for shortest
operating time of convergence. This set of coefficients correspond
to a symmetric reflect step, an expansion step that is twice the
length of the reflect step, and contraction steps that are half the
length of the reflect step. In a similar manner, the shrink step halves
the distance from the best vertex to each of the other vertices in the
simplex (see Fig. 2).
Discussion of Results—Effect of Initial Guess
For investigation of the effect of the initial guess for the hydrologic
parameters on the objective function, the sensitivity analysis takes
place in two ways. The sensitivity analysis is true when takes place
in a range that its effective factors can arise. According to results of
former researchers for Wilson’s data and Eq. (3), the ranges of K, X,
and m parameters are as follows: K ¼ 0:01–0:2; X ¼ 0:2–0:3; and
m ¼ 1:5–2:5 (Gill 1978; Tung 1985; Yoon and Padmanabhan
1993; Mohan 1997; Kim et al. 2001; Geem 2006; and Luo and
Xie 2010).
In the first way, base value parameters have been determined;
then the parameters in a specified range are changed, and the model
is run for the new conditions. In all cases, only one parameter is
changed and the rest remain unchanged. Here the base values are
the optimized values of the parameters. In Fig. 5 the results of the
sensitivity analysis for the nonlinear Muskingum model of Eq. (3)
have been illustrated. Fig. 5 demonstrates that a unique set of values
for the hydrologic parameters resulted in minimum SSQ for the
historical example studied.
In the second way, for the initial values K ¼ ð0:01; 0:05; 0:1;
0:15; and 0:2Þ, X ¼ ð0:2; 0:225; 0:25; 0:275; and 0:3Þ, and m ¼
ð1:5; 1:75; 2:0; 2:25; and 2:5Þ, the parameters have been optimized.
The results of this section are separated as four groups consisting
of optimum, near optimal, far away optimal, and infeasible. The
model will be optimal if the optimum amount (SSQ ¼ 36:76) is
achieved. The model will be near optimal providing the maximum
value of error limited to SSQ ¼ 36:77. In the infeasible group,
the model cannot properly run. At last, if the model can be run and
maximum value of error is not in the near optimal group, the re-
sults will be far away optimal. The results indicate that 50 cases
were optimal (SSQ ¼ 36:76), 56 cases were near optimal (SSQ ¼
36:7681, 36.7683, 36.7687, 36.7688, and 36.7691), 4 cases were
far away optimal (SSQ ¼ 36:7750, 36.7885, 36.7906, and 37.709),
and 15 cases were infeasible (Table 6). This sensitivity analysis is

Table 6. Sensitivity Analysis of the Initial Guess of the Hydrologic Parameters in Terms of SSQ
m K
X ¼ 0:2 X ¼ 0:225 X ¼ 0:25 X ¼ 0:275 X ¼ 0:3 0.01 0.05 0.1 0.15 0.2
1.5 — — — — Inf. Inf. N-Opt. N-Opt. N-Opt.
1.75 — — — — Inf. N-Opt. N-Opt. N-Opt. N-Opt.
2 — — — — Opt. N-Opt. N-Opt. N-Opt. N-Opt.
2.25 — — — — N-Opt. Opt. F.A.Opt. N-Opt. N-Opt.
2.5 — — — — N-Opt. Opt. Opt. Opt. N-Opt.
— 1.5 — — — Inf. Inf. N-Opt. Opt. Opt.
— 1.75 — — — Inf. N-Opt. N-Opt. N-Opt. Opt.
— 2 — — — Opt. Opt. F.A.Opt. Opt. N-Opt.
— 2.25 — — — N-Opt. N-Opt. Opt. Opt. Opt.
— 2.5 — — — N-Opt. N-Opt. Opt. N-Opt. Opt.
— — 1.5 — — Inf. Inf. Opt. N-Opt. N-Opt.
— — 1.75 — — Inf. N-Opt. Opt. Opt. Opt.
— — 2 — — Opt. Opt. F.A.Opt. N-Opt. N-Opt.
— — 2.25 — — N-Opt. Opt. N-Opt. Opt. Opt.
— — 2.5 — — N-Opt. N-Opt. Opt. Opt. N-Opt.
— — — 1.5 — Inf. Inf. Opt. N-Opt. N-Opt.
— — — 1.75 — Inf. N-Opt. Opt. Opt. Opt.
— — — 2 — Opt. N-Opt. N-Opt. N-Opt. Opt.
— — — 2.25 — Opt. Opt. F.A.Opt. Opt. Opt.
— — — 2.5 — N-Opt. Opt. N-Opt. N-Opt. N-Opt.
— — — — 1.5 Inf. Inf. Opt. N-Opt. Opt.
— — — — 1.75 Inf. N-Opt. Opt. Opt. Opt.
— — — — 2 N-Opt. Opt. Opt. Opt. N-Opt.
— — — — 2.25 Opt. N-Opt. N-Opt. N-Opt. N-Opt.
— — — — 2.5 Opt. N-Opt. Opt. Opt. N-Opt.
Note: Inf. = infeasible; Opt. = optimal; N.-Opt. = near optimal; and F.A.Opt. = far away optimal.

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Fig. 6. Progression of solution with number of iterations
conducted in the same manner as Geem (2006) with the difference
that a wider range of parameters is considered. By comparing the
results of sensitivity analysis of BFGS and NMS, it is concluded
that NMS produces better results. In addition, except in infeasible
cases, the results of NMS are always improved, but BFGS results
are divergent in some cases. Investigation of the results of the
sensitivity analysis also shows that in optimal cases the lower and
upper bounds for the maximum number of iterations of vectors of
the initial guess are limited to 71 and 221, respectively. However,
all cases can be done during only 1 s. In Fig. 6, the improvement
procedure of the best solution in the NMS algorithm as a number of
iterations for the lower and upper bounds is presented. Fig. 6 clearly
demonstrates that NMS technique produces good results even
for the value of SSQ of the initial guess distant from optimal
solution (SSQ ¼ 36:76).
In real calculations, the initial values can be adapted by a trial-
and-error procedure to minimize the value of error (Geem 2006).
For improvement of the result of NMS, the model can be run at
least twice. In this way, after running one-time optimization, the
values obtained for the hydrologic parameters are considered as
the initial guess for the next run. Thus, finding the optimal solution
can be increased. For the data of the study, the optimum results are
achieved in 84.8% of the cases.
Conclusions
In the past, several parameter estimation methods have been
recommended to determine the parameter values for the nonlinear
Muskingum methods. In the present study, the Nelder-Mead
simplex algorithm has been proposed for estimating the hydrologic
parameters. It found the best parameter values in terms of the min-
imal sum of the square deviation between the observed and routed
outflows. The performance of this approach was compared with
other common methods by using different criteria. For the model
of Eq. (3), this method is more accurate than other ones (only in one
case is NMS as accurate as BFGS). However, for the following
reasons NMS performance is better than BFGS: (1) NMS produces
improved results of sensitivity analysis of the initial parameter
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values (Table 6); (2) NMS produces improved results of SAD
and DPO (Table 2); (3) NMS provides acceptable results for the
model of Eq. (4) if BFGS is divergent (Geem 2006); and (4) BFGS
is commonly selected for smooth nonlinear problems, but NMS
is chosen effectively for either smooth nonlinear or nonsmooth
problems. In addition to higher accuracy, when compared with
algorithms such as GA, HS, and ICSA, NMS does not need deter-
mination of algorithm parameters for each case study. Furthermore,
because these methods randomly search for the optimal solution,
some uncertainties are included in these algorithms (Luo and Xie
2010). Also NMS has a shorter calculation time.
The NMS algorithm produces good results, does not need the
derivatives of the function, and deals with a population of points
instead of a single point. Moreover, it is quite efficient in finding the
optimal solution very quickly, easy to program, and requires very
little storage and information for execution. Because of its simplic-
ity and robustness, the NMS technique is much more efficient than
alternative traditional methods (Lasheen et al. 2009). However, it is
important to note that the NMS algorithm requires initial value as-
sumptions for the hydrologic parameters. The sensitivity analysis
for the initial guess of parameters in a range that is available for the
study shows that in 84.8% of the cases the optimum results are
achieved after running two time optimizations. Eventually, consid-
ering that NMS is modeled by the MATLAB program that is widely
available for engineers, the users are able to evaluate the parameters
without knowing the exact details of optimization technique. Also,
good results are yielded for nonlinear Muskingum models. This
algorithm is one of the efficient approaches for estimating the
nonlinear Muskingum model parameters. Furthermore, it is antici-
pated that the NMS algorithm can be successfully applied to other
problems in hydrologic engineering.
Because optimization algorithms have only been compared for
Wilson’s data, in future researches these methods can be compared
for several flood events with a nonlinear relationship between
weighted flow and storage volume. Therefore, the best algorithm
can be determined in the field conditions.
Acknowledgments
The writer appreciatively acknowledges the valuable comments
offered by the editors and anonymous reviewers in improving the
technical contents of this paper. The author would like to thank the
Young Researchers Club, Mashhad Branch, Islamic Azad Univer-
sity, Mashhad, Iran, for financially supporting this research.
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