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:

• Best Parameters

• Best Objective Functions (when objective_functions) are specified)

• Best Nonlinear Constraints

• Calibration (when calibration_terms are specified)