Dakota  Version 6.9
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Dakota Developers Manual
Author
Brian M. Adams, William J. Bohnhoff, Keith R. Dalbey, John P. Eddy, Mohamed S. Ebeida, Michael S. Eldred, Joseph R. Frye, Gianluca Geraci, Russell W. Hooper, Patricia D. Hough, Kenneth T. Hu, John D. Jakeman, Mohammad Khalil, Kathryn A. Maupin, Jason A. Monschke, Elliott M. Ridgway, Ahmad Rushdi, Laura P. Swiler, J. Adam Stephens, Dena M. Vigil, Timothy M. Wildey
Main Page Table of Contents

Introduction

The Dakota software (http://dakota.sandia.gov/) delivers advanced parametric analysis techniques enabling quantification of margins and uncertainty, risk analysis, model calibration, and design exploration with computational models. Dakota contains algorithms for optimization with gradient and nongradient-based methods, uncertainty quantification with sampling, reliability, stochastic expansion, and interval estimation methods, parameter estimation with nonlinear least squares methods, and sensitivity/variance analysis with design of experiments and parameter study capabilities. (Solution verification and Bayesian approaches are also in development.) These capabilities may be used on their own or as components within advanced algorithms such as surrogate-based optimization, mixed integer nonlinear programming, mixed aleatory-epistemic uncertainty quantification, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the Dakota toolkit provides a flexible problem-solving environment for design and performance analysis of computational models on high performance computers.

The Developers Manual focuses on documentation of Dakota design principles and class structures; it derives principally from annotated source code. For information on input command syntax, refer to the Reference Manual[1], and for more details on Dakota features and capabilities, refer to the Users Manual.

Overview of Dakota

In Dakota, the environment manages execution modes and input/output streams and defines the top-level iterator. This top-level iterator may be either a standard iterator or a meta-iterator. In the former case, the iterator identifies a model and the environment executes the iterator on the model to perform a single study. In the latter case, iterator recursions are present and sub-iterators may identify their own models. In both cases, models may contain additional recursions in the case of nested iteration or surrogate modeling. In a simple example, a hybrid meta-iterator might manage a global optimizer operating on a low-fidelity model that feeds promising design points into a local optimizer operating on a high-fidelity model. And in a more advanced example, a surrogate-based optimization under uncertainty approach would employ an uncertainty quantification iterator nested within an optimization iterator and would employ truth models contained within surrogate models. Thus, iterators and models provide both stand-alone capabilities as well as building blocks for more sophisticated studies.

A model contains a set of variables, an interface, and a set of responses, and the iterator operates on the model to map the variables into responses using the interface. Each of these components is a flexible abstraction with a variety of specializations for supporting different types of iterative studies. In a Dakota input file, the user specifies these components through environment, method, model, variables, interface, and responses keyword specifications.

The use of class hierarchies provides a mechanism for extensibility in Dakota components. In each of the various class hierarchies, adding a new capability typically involves deriving a new class and providing a set of virtual function redefinitions. These redefinitions define the coding portions specific to the new derived class, with the common portions already defined at the base class. Thus, with a small amount of new code, the existing facilities can be extended, reused, and leveraged for new purposes. The following sections tour Dakota's class organization.

Environment

Class hierarchy: Environment.

Environments provide the top level abstraction for managing different execution modes and managing input and output streams. Specific environments include:

Iterators

Class hierarchy: Iterator. Iterator implementations may choose to split operations up into run-time phases as described in Understanding Iterator Flow.

The iterator hierarchy contains a variety of iterative algorithms for optimization, uncertainty quantification, nonlinear least squares, design of experiments, and parameter studies. The hierarchy is divided into MetaIterator, Minimizer, and Analyzer branches.

The MetaIterator classes manage sequencing and collaboration among multiple methods with support for concurrent iterator parallelism. Methods include:

The Minimizer classes address optimization and deterministic calibration and are grouped into:

The Analyzer classes are grouped into:

Models

Class hierarchy: Model.

The model classes are responsible for mapping variables into responses when an iterator makes a function evaluation request. There are several types of models, some supporting sub-iterators and sub-models for enabling layered and nested relationships. When sub-models are used, they may be of arbitrary type so that a variety of recursions are supported.

Variables

Class hierarchy: Variables.

The Variables class hierarchy manages design, aleatory uncertain, epistemic uncertain, and state variable types for continuous, discrete integer, and discrete real domain types. This hierarchy is specialized according to how the domain types are managed:

Whereas domain types are defined based on the derived Variables class selection, the selection of active variable types is handled within each of these derived classes using variable views. These permit different algorithms to work on different subsets of variables. Data shared among Variables instances is stored in SharedVariablesData. For details on managing variables, see Working with Variable Containers and Views.

The Constraints hierarchy manages bound, linear, and nonlinear constraints and utilizes the same specializations for managing bounds on the variables (see MixedVarConstraints and RelaxedVarConstraints).

Interfaces

Class hierarchy: Interface.

Interfaces provide access to simulation codes or, conversely, approximations based on simulation code data. In the simulation case, an ApplicationInterface is used. ApplicationInterface is specialized according to the simulation invocation mechanism, for which the following nonintrusive approaches are supported:

Fork and Spawn are inherited from ProcessHandleApplicInterface and System and ProcessHandle are inherited from ProcessApplicInterface. A semi-intrusive approach is also supported by:

Scheduling of jobs for asynchronous local, message passing, and hybrid parallelism approaches is performed in the ApplicationInterface class, with job initiation and job capture specifics implemented in the derived classes.

In the approximation case, global, multipoint, or local data fit approximations to simulation code response data can be built and used as surrogates for the actual, expensive simulation. The interface class providing this capability is

which is an essential component within the DataFitSurrModel capability described above in Models.

Responses

Class: Response.

The Response class provides an abstract data representation of response functions and their first and second derivatives (gradient vectors and Hessian matrices). These response functions can be interpreted as objective functions and constraints (optimization data set), residual functions and constraints (least squares data set), or generic response functions (uncertainty quantification data set). This class is not currently part of a class hierarchy, since the abstraction has been sufficiently general and has not required specialization.

Services

A variety of services and utilities are used in Dakota for parallel computing, failure capturing, restart, graphics, etc. An overview of the classes and member functions involved in performing these services is included here.

Development Practices and Guidance

The following links provide guidance for core software components or specific development activities:

Additional Resources

Additional development resources include: