optimize

Surrogate is used in lieu of true model for mesh adaptive search

Specification

• Alias: None

• Arguments: None

Description

When optimize is specified with use_surrogate, mesh_adaptive_search will use the surrogate in lieu of the true model and thus the true function is never invoked except to construct the surrogate.

Default Behavior

optimize is the default surrogate usage mode.

Expected Output

The user can expect to see both the number of true model evaluations and the number of approximation (i.e., surrogate) evaluations reported in the Dakota screen output. The former should equal the number of truth evaluations done for the surrogate construction.

Examples

The following example shows the syntax used to set use_surrogate to optimize.

method,
 mesh_adaptive_search
 model_pointer = 'SURROGATE'
 use_surrogate optimize

model,
 id_model = 'SURROGATE'
 surrogate global
 polynomial quadratic
 dace_method_pointer = 'SAMPLING'

variables,
 continuous_design = 3
   initial_point   -1.0    1.5   2.0
   upper_bounds    10.0   10.0  10.0
   lower_bounds   -10.0  -10.0 -10.0
   descriptors      'x1'  'x2'  'x3'
 discrete_design_range = 2
   initial_point      2     2
   lower_bounds       1     1
   upper_bounds       4     9
   descriptors      'y1'   'y2'
       discrete_design_set
         real = 2
           elements_per_variable = 4 5
           elements = 1.2 2.3 3.4 4.5 1.2 3.3 4.4 5.5 7.7
           descriptors      'y3'   'y4'
         integer = 2
           elements_per_variable = 2 2
           elements = 4 7 8 9
           descriptors      'z1'   'z2'

method,
 id_method = 'SAMPLING'
 model_pointer = 'TRUTH'
 sampling
   samples = 55

model,
 id_model = 'TRUTH'
 single
   interface_pointer = 'TRUE_FN'

interface,
 id_interface = 'TRUE_FN'
       direct
   analysis_driver = 'text_book'

responses,
 objective_functions = 1
 no_gradients
 no_hessians

The following will appear toward the end of the screen output when Dakota is run on this example. The number of true function evaluations includes only the 55 evaluations that were done to construct the surrogate (as specified in the SAMPLING method block).

<<<<< Function evaluation summary (APPROX_INTERFACE): 221 total (221 new, 0 duplicate)
<<<<< Function evaluation summary (TRUE_FN): 55 total (55 new, 0 duplicate)