override

Replace MFMC analytic allocation with a numerical solution

Specification

• Alias: None

• Arguments: None

Description

Unconditionally employ a numerical solve for allocation of samples per model instance within multifidelity Monte Carlo (MFMC). The analytic allocation is replaced with numerical solution using either sqp or nip solvers.

Usage Tips An unconditional override can be appropriate in the case where you select a pilot sample that may be larger than the anticipated optimal sample profile results (pilot over-estimation). In this context, the numerical optimization has greater freedom to work around the incurred pilot cost and find a solution that optimally incorporates the pilot.

Additional Discussion

Examples

method,
        model_pointer = 'ENSEMBLE'
        multifidelity_sampling
          numerical_solve nip override
          max_function_evaluations = 1000
          pilot_samples = 100
          seed = 8674132