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


Apply different weights to each response

Specification

Alias: calibration_weights least_squares_weights

Argument(s): REALLIST

Default: equal weights

Description

The weights specification provides a means to specify a relative emphasis among the vector of squared residuals through multiplication of these squared residuals by a vector of weights:

\[f = \sum_{i=1}^{n} w_i R_i^2 = \sum_{i=1}^{n} w_i (y^M_i - y^O_i)^2\]