Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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(Default) Use internal Dakota finite differences algorithm


Alias: none

Argument(s): none

Default: relative

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional ignore_bounds Do not respect bounds when computing gradients or Hessians
(Choose One)
step scaling (Group 1) relative

(Default) Scale step size by the parameter value

absolute Do not scale step-size
bounds Scale step-size by the domain of the parameter


The dakota routine is the default since it can execute in parallel and exploit the concurrency in finite difference evaluations (see Exploiting Parallelism in the Users Manual [5]).

When the method_source is dakota, the user may also specify the type of scaling desired when determining the finite difference step size. The choices are absolute, bounds, and relative. For absolute, the step size will be applied as is. For bounds, it will be scaled by the range of each parameter. For relative, it will be scaled by the parameter value.