Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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coliny_solis_wets


Simple greedy local search method

Topics

This keyword is related to the topics:

Specification

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 max_iterations

Stopping criterion based on number of iterations

Optional convergence_tolerance

Stopping criterion based on convergence of the objective function or statistics

Optional max_function_evaluations Stopping criteria based on number of function evaluations
Optional scaling Turn on scaling for variables, responses, and constraints
Optional model_pointer

Identifier for model block to be used by a method

Description

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.

See Also

These keywords may also be of interest: