coliny_solis_wets

Simple greedy local search method

Topics

package_scolib, package_coliny

Specification

• Alias: None

• Arguments: None

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
Optional		contract_after_failure	The number of unsuccessful cycles prior to contraction.
Optional		no_expansion	Don’t allow expansion of the search pattern
Optional		expand_after_success	Set the factor by which a search pattern can be expanded
Optional		constant_penalty	Use a simple weighted penalty to manage feasibility
Optional		contraction_factor	Amount by which step length is rescaled
Optional		constraint_penalty	Multiplier for the penalty function
Optional		initial_delta	Initial step size for derivative-free optimizers
Optional		variable_tolerance	Step length-based stopping criteria for derivative-free optimizers
Optional		solution_target	Stopping criteria based on objective function value
Optional		seed	Seed of the random number generator
Optional		show_misc_options	Show algorithm parameters not exposed in Dakota input
Optional		misc_options	Set method options not available through Dakota spec
Optional		max_iterations	Number of iterations allowed for optimizers and adaptive UQ methods
Optional		convergence_tolerance	Stopping criterion based on objective function or statistics convergence
Optional		max_function_evaluations	Number of function evaluations allowed for optimizers
Optional		scaling	Turn on scaling for variables, responses, and constraints
Optional		model_pointer	Identifier for model block to be used by a method

Description

The Solis-Wets method is a simple greedy local search heuristic for continuous parameter spaces. Solis-Wets generates trial points using a multivariate normal distribution, and unsuccessful trial points are reflected about the current point to find a descent direction.

See the page :ref:`topic-package_scolib<topic-package_scolib>` for important information regarding all SCOLIB methods

coliny_solis_wets is inherently serial, no concurrency is used.

These specifications have the same meaning as corresponding specifications for method-coliny_pattern_search. Please see that page for specification details.

In particular, coliny_solis_wets supports dynamic rescaling of the step length, and dynamic rescaling of the constraint penalty. The only new specification is contract_after_failure, which specifies the number of unsuccessful cycles which must occur with a specific delta prior to contraction of the delta.

Expected HDF5 Output

If Dakota was built with HDF5 support and run with the environment-results_output-hdf5 keyword, this method writes the following results to HDF5:

• hdf5_results-best_params

• hdf5_results-best_obj_fncs (when responses-objective_functions) are specified)

• hdf5_results-best_constraints

• hdf5_results-calibration (when responses-calibration_terms are specified)