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


Use the generalized sparse grid dimension adaptive algorithm to refine a sparse grid approximation of stochastic expansion.

Specification

Alias: none

Argument(s): none

Description

The generalized sparse grid algorithm is a greedy approach in which candidate index sets are evaluated for their impact on the statistical QOI, the most influential sets are selected and used to generate additional candidates, and the index set frontier of a sparse grid is evolved in an unstructured and goal-oriented manner (refer to User's Manual PCE descriptions for additional specifics).

Examples

method,
        polynomial_chaos                        
          sparse_grid_level = 3
          dimension_adaptive p_refinement generalized 
            max_iterations  = 20                
            convergence_tol = 1.e-4