mixed_hessians
Hessians are needed and will be obtained from a mix of numerical, analytic, and “quasi” sources
Specification
Alias: None
Arguments: None
Child Keywords:
Required/Optional |
Description of Group |
Dakota Keyword |
Dakota Keyword Description |
|---|---|---|---|
Optional |
Identify which numerical-Hessian corresponds to which response |
||
Optional (Choose One) |
Step Scaling |
(Default) Scale step size by the parameter value |
|
Do not scale step-size |
|||
Scale step-size by the domain of the parameter |
|||
Optional (Choose One) |
Finite Difference Type |
(Default) Use forward differences |
|
Use central differences |
|||
Optional |
Identify which quasi-Hessian corresponds to which response |
||
Optional |
Identify which analytical Hessian corresponds to which response |
||
Description
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.
