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Approaches to Highly Parameterized Inversion: PEST++ Version 5, a Software Suite for Parameter Estimation, Uncertainty Analysis, Management Optimization and Sensitivity Analysis

Techniques and Methods 7-C26
Prepared in cooperation with the U.S. Environmental Protection Agency Great Lakes Restoration Initiative
By: , , , and 
https://doi.org/10.3133/tm7C26

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Abstract

PEST++ Version 5 extends and enhances the functionality of the PEST++ Version 3 software suite, providing environmental modeling practitioners access to updated Version 3 tools as well as new tools to support decision making with environmental models. Version 5 of PEST++ includes tools for global sensitivity analysis (PESTPP-SEN); least-squares parameter estimation with integrated first-order, second-moment parameter and forecast uncertainty estimation (PESTPP-GLM); an iterative, localized ensemble smoother (PESTPP-IES); and a tool for management optimization under uncertainty (PESTPP-OPT). Additionally, all PEST++ Version 5 tools have a built-in fault-tolerant, multithreaded parallel run manager and are model independent, using the same protocol as the widely used PEST software suite.

PEST++ Version 5 is consistent with PEST++ Version 3 conventions and design philosophy. The software’s emphasis continues to target efficient and optimized algorithms that have proven beneficial in decision-support settings and can accommodate large, highly parameterized problems. Expanded and new capabilities are now available to express uncertainty using Monte Carlo and analytical uncertainty approaches and allow evaluation of thousands to millions of parameters. New management optimization capabilities in Version 5 also allow environmental models to be used to answer management questions using multiple societal constraints in a risk-based framework.

The PEST++ Version 5 software suite can be compiled for Microsoft Windows® and Unix-based operating systems such as Apple and Linux®; the source code is available with a Microsoft Visual Studio® 2019 solution; and CMake support for all three operating system is also provided. PEST++ Version 5 continues to build a foundation for an open-source framework capable of producing model-independent, robust, and efficient decision-support tools for large environmental models. The functionality of each of the PEST++ tools are demonstrated on a simple example problem. Implications of decisions used when using the PEST++ suite tools are also discussed.

Suggested Citation

White, J.T., Hunt, R.J., Fienen, M.N., and Doherty, J.E., 2020, Approaches to Highly Parameterized Inversion: PEST++ Version 5, a Software Suite for Parameter Estimation, Uncertainty Analysis, Management Optimization and Sensitivity Analysis: U.S. Geological Survey Techniques and Methods 7C26, 52 p., https://doi.org/10.3133/tm7C26.

ISSN: 2328-7055 (online)

Table of Contents

  • Acknowledgments
  • Abstract
  • Introduction
  • Example Problem Description
  • PESTPP-SEN Example
  • PESTPP-GLM Example
  • PESTPP-IES Example
  • PESTPP-OPT Example 
  • Suggestions for Applying PEST++ V5
  • Limitations of Version 5
  • Summary
  • References Cited
  • Appendix 1. PEST++ Version 5 Input Instructions
Publication type Report
Publication Subtype USGS Numbered Series
Title Approaches to highly parameterized inversion: PEST++ Version 5, a software suite for parameter estimation, uncertainty analysis, management optimization and sensitivity analysis
Series title Techniques and Methods
Series number 7-C26
DOI 10.3133/tm7C26
Year Published 2020
Language English
Publisher U.S. Geological Survey
Publisher location Reston, VA
Description Report: viii, 52 p.; Software Release
Online Only (Y/N) Y
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