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Dakota Reference Manual
Version 6.2
Large-Scale Engineering Optimization and Uncertainty Analysis
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Dakota Reference Manual
Version 6.2
Large-Scale Engineering Optimization and Uncertainty Analysis
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Simple greedy local search method
This keyword is related to the topics:
Alias: none
Argument(s): none
| 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 non-gradient based optimizers | ||
| Optional | threshold_delta | Stopping criteria based on step length or pattern size | ||
| 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 | model_pointer | Identifier for model block to be used by a method | ||
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.
These keywords may also be of interest:
1.8.4 
