Package: COLINY

SCOLIB (formerly known as COLINY) is a collection of nongradient-based optimizers that support the Common Optimization Library INterface (COLIN). SCOLIB optimizers currently include coliny_cobyla, coliny_direct, coliny_ea, coliny_pattern_search and coliny_solis_wets. (Yes, the input spec still has “coliny” prepended to the method name.) Additional SCOLIB information is available from https://software.sandia.gov/trac/acro.

SCOLIB solvers now support bound constraints and general nonlinear constraints. Supported nonlinear constraints include both equality and two-sided inequality constraints. SCOLIB solvers do not yet support linear constraints. Most SCOLIB optimizers treat constraints with a simple penalty scheme that adds constraint_penalty times the sum of squares of the constraint violations to the objective function. Specific exceptions to this method for handling constraint violations are noted below. (The default value of constraint_penalty is 1000.0, except for methods that dynamically adapt their constraint penalty, for which the default value is 1.0.)

The method independent controls for max_iterations and max_function_evaluations limit the number of major iterations and the number of function evaluations that can be performed during a SCOLIB optimization, respectively. The convergence_tolerance control defines the threshold value on relative change in the objective function that indicates convergence. The output verbosity specification controls the amount of information generated by SCOLIB: the silent, quiet, and normal settings correspond to minimal reporting from SCOLIB, whereas the verbose setting corresponds to a higher level of information, and debug outputs method initialization and a variety of internal SCOLIB diagnostics. The majority of SCOLIB’s methods perform independent function evaluations that can directly take advantage of Dakota’s parallel capabilities. Only coliny_solis_wets, coliny_cobyla, and certain configurations of coliny_pattern_search are inherently serial. The parallel methods automatically utilize parallel logic when the Dakota configuration supports parallelism. Lastly, neither speculative gradients nor linear constraints are currently supported with SCOLIB.

Some SCOLIB methods exploit parallelism through the use of Dakota’s concurrent function evaluations. The nature of the algorithms, however, limits the amount of concurrency that can be exploited. The maximum amount of evaluation concurrency that can be leveraged by the various methods is as follows:

• COBYLA: one

• DIRECT: twice the number of variables

• Evolutionary Algorithms: size of the population

• Pattern Search: size of the search pattern

• Solis-Wets: one

All SCOLIB methods support the show_misc_options optional specification which results in a dump of all the allowable method inputs. Note that the information provided by this command refers to optimizer parameters that are internal to SCOLIB, and which may differ from corresponding parameters used by the Dakota interface. The misc_options optional specification provides a means for inputing additional settings supported by the SCOLIB methods but which are not currently mapped through the Dakota input specification. Care must be taken in using this specification; they should only be employed by users familiar with the full range of parameter specifications available directly from SCOLIB and understand any differences that exist between those specifications and the ones available through Dakota.

Each of the SCOLIB methods supports the solution_target control, which defines a convergence criterion in which the optimizer will terminate if it finds an objective function value lower than the specified target.