Dakota Reference Manual
Version 6.12
Explore and Predict with Confidence

Specify which finite difference routine is used
Alias: none
Argument(s): none
Default: dakota
The method_source
setting specifies the source of the finite differencing routine that will be used to compute the numerical gradients:
dakota
(default) vendor
dakota
denotes Dakota's internal finite differencing algorithm and vendor
denotes the finite differencing algorithm supplied by the iterator package in use (DOT, CONMIN, NPSOL, NL2SOL, NLSSOL, ROL, and OPT++ each have their own internal finite differencing routines). The dakota
routine is the default since it can execute in parallel and exploit the concurrency in finite difference evaluations (see Exploiting Parallelism in the Users Manual [5]).
However, the vendor
setting can be desirable in some cases since certain libraries will modify their algorithm when the finite differencing is performed internally. Since the selection of the dakota
routine hides the use of finite differencing from the optimizers (the optimizers are configured to accept usersupplied gradients, which some algorithms assume to be of analytic accuracy), the potential exists for the vendor
setting to trigger the use of an algorithm more optimized for the higher expense and/or lower accuracy of finitedifferencing. For example, NPSOL uses gradients in its line search when in usersupplied gradient mode (since it assumes they are inexpensive), but uses a valuebased line search procedure when internally finite differencing. The use of a valuebased line search will often reduce total expense in serial operations. However, in parallel operations, the use of gradients in the NPSOL line search (usersupplied gradient mode) provides excellent load balancing without need to resort to speculative optimization approaches.
In summary, then, the dakota
routine is preferred for parallel optimization, and the vendor
routine may be preferred for serial optimization in special cases.