fixed_order

Enforce a prescribed model ordering in MFMC numerical solutions through additional linear constraints.

Specification

• Alias: None

• Arguments: None

Description

A model hierarchy is prescribed for MFMC according to the model order given in the ensemble surrogate model specification. Additional linear constraints enforce that sample allocations are strictly decreasing across the model order from lowest to highest fidelity.

The solution provided is optimal for the MFMC estimator given the prescribed model ordering. Allowing model reordering on the fly (the default behavior) may result in lower estimator variance, but can complicate comparisons with published MFMC implementations.

Examples

method,
    multifidelity_sampling
    numerical_solve override
      model_reordering fixed_order   # optional approach
    solution_mode online_pilot
    pilot_samples = 50 seed = 8674132
    max_function_evaluations = 500