Dakota Reference Manual  Version 6.12
Explore and Predict with Confidence
 All Pages
coliny_solis_wets


Simple greedy local search method

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): none

Child Keywords:

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional contract_after_failure The number of unsuccessful cycles prior to contraction.
Optional no_expansion Don't allow expansion of the search pattern
Optional expand_after_success Set the factor by which a search pattern can be expanded
Optional constant_penalty Use a simple weighted penalty to manage feasibility
Optional contraction_factor Amount by which step length is rescaled
Optional constraint_penalty Multiplier for the penalty function
Optional initial_delta

Initial step size for derivative-free optimizers

Optional variable_tolerance

Step length-based stopping criteria for derivative-free optimizers

Optional solution_target Stopping criteria based on objective function value
Optional seed

Seed of the random number generator

Optional show_misc_options Show algorithm parameters not exposed in Dakota input
Optional misc_options Set method options not available through Dakota spec
Optional max_iterations

Number of iterations allowed for optimizers and adaptive UQ methods

Optional convergence_tolerance

Stopping criterion based on objective function or statistics convergence

Optional max_function_evaluations

Number of function evaluations allowed for optimizers

Optional scaling

Turn on scaling for variables, responses, and constraints

Optional model_pointer

Identifier for model block to be used by a method

Description

The Solis-Wets method is a simple greedy local search heuristic for continuous parameter spaces. Solis-Wets generates trial points using a multivariate normal distribution, and unsuccessful trial points are reflected about the current point to find a descent direction.

See the page package_scolib for important information regarding all SCOLIB methods

coliny_solis_wets is inherently serial, no concurrency is used.

These specifications have the same meaning as corresponding specifications for coliny_pattern_search. Please see that page for specification details.

In particular, coliny_solis_wets supports dynamic rescaling of the step length, and dynamic rescaling of the constraint penalty. The only new specification is contract_after_failure, which specifies the number of unsuccessful cycles which must occur with a specific delta prior to contraction of the delta.

Expected HDF5 Output

If Dakota was built with HDF5 support and run with the hdf5 keyword, this method writes the following results to HDF5:

See Also

These keywords may also be of interest: