Dakota Reference Manual  Version 6.2
Large-Scale Engineering Optimization and Uncertainty Analysis
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Quasi-Newton optimization method


This keyword is related to the topics:


Alias: none

Argument(s): none

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional search_method Select a search method for Newton-based optimizers
Optional merit_function Balance goals of reducing objective function and satisfying constraints
Optional steplength_to_boundary Controls how close to the boundary of the feasible region the algorithm is allowed to move
Optional centering_parameter Controls how closely the algorithm should follow the "central path"
Optional max_step Max change in design point
Optional gradient_tolerance Stopping critiera based on L2 norm of gradient
Optional linear_inequality_constraint_matrix Define coefficients of the linear inequality constraints
Optional linear_inequality_lower_bounds Define lower bounds for the linear inequality constraint
Optional linear_inequality_upper_bounds Define upper bounds for the linear inequality constraint
Optional linear_inequality_scale_types Specify how each linear inequality constraint is scaled
Optional linear_inequality_scales Define the characteristic values to scale linear inequalities
Optional linear_equality_constraint_matrix Define coefficients of the linear equalities
Optional linear_equality_targets Define target values for the linear equality constraints
Optional linear_equality_scale_types Specify how each linear equality constraint is scaled
Optional linear_equality_scales Define the characteristic values to scale linear equalities
Optional model_pointer

Identifier for model block to be used by a method


This is a Newton method that expects a gradient and computes a low-rank approximation to the Hessian. Each of the Newton-based methods are automatically bound to the appropriate OPT++ algorithm based on the user constraint specification (unconstrained, bound-constrained, or generally-constrained). In the generally-constrained case, the Newton methods use a nonlinear interior-point approach to manage the constraints.

See package_optpp for info related to all optpp methods.