Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
 All Pages
find_nugget


Have Surfpack compute a nugget to handle ill-conditioning

Specification

Alias: none

Argument(s): INTEGER

Default: None

Description

By default, the Surfpack GP handles ill-conditioning and does not use a nugget. If the user wishes to specify a nugget, there are two approaches.

  • The user can specify the value of a nugget with nugget.
  • Have Surfpack find the optimal value of the nugget. This is specified by find_nugget. There are two options for find_nugget.
    • find_nugget = 1: assume that the reciprocal condition number of the correlation matrix R, rcondR, is zero and calculate the nugget needed to make the worst case of R not ill-conditioned.
    • find_nugget = 2: calculate rcondR, which requires a Cholesky factorization. If rcondR indicates that R is not ill-conditioned, then kriging uses the Cholesky factorization. Otherwise, if rcondR says R is ill conditioned, then kriging will calculate the nugget needed to make the worst case of R not ill conditioned.
    find_nugget = 1 and 2 are similar, the second option just takes more computation (the initial Cholesky factorization) for larger problems.