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

id_numerical_hessians

Identify which numerical-Hessian corresponds to which response

Optional (Choose One)

Step Scaling

relative

(Default) Scale step size by the parameter value

absolute

Do not scale step-size

bounds

Scale step-size by the domain of the parameter

Optional (Choose One)

Finite Difference Type

forward

(Default) Use forward differences

central

Use central differences

Optional

id_quasi_hessians

Identify which quasi-Hessian corresponds to which response

Optional

id_analytic_hessians

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.