Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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Voronoi-based high-dimensional global Lipschitzian optimization


Alias: none

Argument(s): none

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional seed

Seed of the random number generator

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


OPT-Darts method is a fast alternative to DIRECT for global Lipschitzian optimization purposes. Instead of hyperrectangular, OPT-Darts decomposes a high-dimensional domain into Voronoi cells, and places samples via stochastic blue noise instead of deterministic cell division.

To refine a cell, OPT-Darts first adds a new sample within it via spoke-dart sampling, then set the conflict radius to the cell’s inscribed hypersphere radius, to avoid adding a sample point that is too close to a prior sample, then divide that cell (and update its neighboring cells) via the approximate Delaunay graph, and use the computed witnesses to decide the next refinement candidate. These two steps replace the corresponding deterministic center-sample and rectangular cell division in DIRECT, respectively.

OPT-Darts is the first exact stochastic Lipschitzian optimization technique that combines the benefits of guaranteed convergence in [Jones et al. 1993] and high dimensional efficiency in [Spall 2005]. Computing blue noise and Voronoi regions has been intractable in high dimensions, and are being done within OPT-Darts using Spoke-Darts.