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

Hessians are needed and will be obtained from a mix of numerical, analytic, and "quasi" sources


Alias: none

Argument(s): none

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional id_numerical_hessians Identify which numerical-Hessian corresponds to which response
(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
(Choose One)
difference interval (Group 2) forward

(Default) Use forward differences

central Use central differences
Optional id_quasi_hessians Identify which quasi-Hessian corresponds to which response
Optional id_analytic_hessians Identify which analytical Hessian corresponds to which response


The mixed_hessians specification means that some Hessian information is available directly from the simulation (analytic) whereas the rest will have to be estimated by finite differences (numerical) or approximated by secant updating. As for mixed gradients, this specification allows the user to make use of as much analytic information as is available and then estimate/approximate the rest.

The id_analytic_hessians list specifies by number the functions which have analytic Hessians, and the id_numerical_hessians and id_quasi_hessians lists specify by number the functions which must use numerical Hessians and secant Hessian updates, respectively. Each function identifier, from 1 through the total number of functions, must appear once and only once within the union of the id_analytic_hessians, id_numerical_hessians, and id_quasi_hessians lists.

The fd_hessian_step_size and bfgs, damped bfgs, or sr1 secant update selections are as described previously in responses and pertain to those functions listed by the id_numerical_hessians and id_quasi_hessians lists.

See Also

These keywords may also be of interest: