Dakota Reference Manual  Version 6.12
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genie_opt_darts


Voronoi-based high-dimensional global Lipschitzian optimization

Specification

Alias: none

Argument(s): none

Child Keywords:

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional seed

Seed of the random number generator

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

OPT-Darts method is a fast alternative to DIRECT for global Lipschitzian optimization purposes. Instead of hyperrectangular, OPT-Darts decomposes a high-dimensional domain into Voronoi cells, and places samples via stochastic blue noise instead of deterministic cell division.

To refine a cell, OPT-Darts first adds a new sample within it via spoke-dart sampling, then set the conflict radius to the cell’s inscribed hypersphere radius, to avoid adding a sample point that is too close to a prior sample, then divide that cell (and update its neighboring cells) via the approximate Delaunay graph, and use the computed witnesses to decide the next refinement candidate. These two steps replace the corresponding deterministic center-sample and rectangular cell division in DIRECT, respectively.

OPT-Darts is the first exact stochastic Lipschitzian optimization technique that combines the benefits of guaranteed convergence in [Jones et al. 1993] and high dimensional efficiency in [Spall 2005]. Computing blue noise and Voronoi regions has been intractable in high dimensions, and are being done within OPT-Darts using Spoke-Darts.

Expected HDF5 Output

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