Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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Uses a sequential quadratic programming method for underlying optimization


Alias: none

Argument(s): none

Default: sqp


Many uncertainty quantification methods solve a constrained optimization problem under the hood. The sqp keyword directs Dakota to use a sequential quadratic programming method to solve that problem. A sequential quadratic programming solves a sequence of linearly constrained quadratic optimization problems to arrive at the solution to the optimization problem.