.. _method-multifidelity_sampling-numerical_solve:

"""""""""""""""
numerical_solve
"""""""""""""""


Specify the situations where numerical optimization is used for MFMC sample allocation


.. toctree::
   :hidden:
   :maxdepth: 1

   method-multifidelity_sampling-numerical_solve-fallback
   method-multifidelity_sampling-numerical_solve-override
   method-multifidelity_sampling-numerical_solve-model_reordering
   method-multifidelity_sampling-numerical_solve-sqp
   method-multifidelity_sampling-numerical_solve-nip
   method-multifidelity_sampling-numerical_solve-global_local
   method-multifidelity_sampling-numerical_solve-competed_local
   method-multifidelity_sampling-numerical_solve-solver_metric


**Specification**

- *Alias:* None

- *Arguments:* None


**Child Keywords:**

+-------------------------+--------------------+----------------------+-----------------------------------------------+
| Required/Optional       | Description of     | Dakota Keyword       | Dakota Keyword Description                    |
|                         | Group              |                      |                                               |
+=========================+====================+======================+===============================================+
| Optional (Choose One)   | Employ numerical   | `fallback`__         | Fall back to a numerical solve when needed    |
|                         | solve              |                      | for mitigation in MFMC                        |
|                         |                    +----------------------+-----------------------------------------------+
|                         |                    | `override`__         | Replace MFMC analytic allocation with a       |
|                         |                    |                      | numerical solution                            |
+-------------------------+--------------------+----------------------+-----------------------------------------------+
| Optional                                     | `model_reordering`__ | Approach for addressing model misordering     |
|                                              |                      | during numerical solutions.                   |
+-------------------------+--------------------+----------------------+-----------------------------------------------+
| Optional (Choose One)   | Optimization       | `sqp`__              | Use a sequential quadratic programming method |
|                         | Solver             |                      | for solving an optimization sub-problem       |
|                         |                    +----------------------+-----------------------------------------------+
|                         |                    | `nip`__              | Use a nonlinear interior point method for     |
|                         |                    |                      | solving an optimization sub-problem           |
|                         |                    +----------------------+-----------------------------------------------+
|                         |                    | `global_local`__     | Use a hybrid global-local scheme for solving  |
|                         |                    |                      | an optimization sub-problem                   |
|                         |                    +----------------------+-----------------------------------------------+
|                         |                    | `competed_local`__   | Use a competed local solver scheme for        |
|                         |                    |                      | solving an optimization sub-problem           |
+-------------------------+--------------------+----------------------+-----------------------------------------------+
| Optional                                     | `solver_metric`__    | Metric employed during numerical solutions in |
|                                              |                      | sampling-based multifidelity UQ methods.      |
+----------------------------------------------+----------------------+-----------------------------------------------+

.. __: method-multifidelity_sampling-numerical_solve-fallback.html
__ method-multifidelity_sampling-numerical_solve-override.html
__ method-multifidelity_sampling-numerical_solve-model_reordering.html
__ method-multifidelity_sampling-numerical_solve-sqp.html
__ method-multifidelity_sampling-numerical_solve-nip.html
__ method-multifidelity_sampling-numerical_solve-global_local.html
__ method-multifidelity_sampling-numerical_solve-competed_local.html
__ method-multifidelity_sampling-numerical_solve-solver_metric.html



**Description**


Multifidelity Monte Carlo (MFMC) supports an analytic solution for the
allocation of samples per model instance based on response correlations and
relative simulation cost.  In some situations (over-estimated pilot sample,
mis-ordered model correlations), this analytic solution may be either
sub-optimal or undefined, requiring mitigation.

This specification allows for control of this mitigation; in particular,
whether recourse to a numerical solution is strictly a fallback (default)
or is desired as an unconditional override (regardless of the need for
specific mitigations).

Further, when a numerical solve is employed, it can utilize either the
``sqp`` or ``nip`` solver options.

*Default Behavior*
Analytic is preferred, with ``fallback`` to numerical only when mitigation
is required.


