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.

Note

See the page 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 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 hdf5 keyword, this method writes the following results to HDF5: