Dakota Reference Manual  Version 6.12
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nowpac


Gradient-free inequality-constrained optimization using Nonlinear Optimization With Path Augmented Constraints (NOWPAC).

Specification

Alias: none

Argument(s): none

Child Keywords:

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional trust_region Use trust region as the globalization strategy.
Optional max_iterations

Number of iterations allowed for optimizers and adaptive UQ methods

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

NOWPAC is a provably-convergent gradient-free optimization method from MIT that solves a series of trust region surrogate-based subproblems to generate improving steps. Due to its use of an interior penalty scheme and enforcement of strict feasibility, it does not support linear or nonlinear equality constraints. As opposed to the stochastic version (SNOWPAC), NOWPAC does not currently support a feasibility restoration mode, so it is necessary to start from a feasible design.

Note: (S)NOWPAC is not configured with Dakota by default and requires a separate installation of the NOWPAC distribution from MIT, combined with its TPLs of Eigen and NLOPT.

Examples

method
  nowpac
    max_function_evaluations = 1000
    convergence_tolerance = 1e-4
    trust_region
      initial_size = 0.10
      minimum_size = 1.0e-6
      contract_threshold = 0.25
      expand_threshold   = 0.75
      contraction_factor = 0.50
      expansion_factor   = 1.50