.. _method-multilevel_sampling-allocation_target-scalarization-optimization:

""""""""""""
optimization
""""""""""""


Solve the optimization problem for the sample allocation by numerical optimization in the case of sampling estimator targeting the scalarization.


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



**Specification**

- *Alias:* None

- *Arguments:* None


**Description**


Employ numerical optimization to solve the optimization problem for finding the optimal sample allocation when targeting the scalarization metric. This option needs NPSOL (preferred choice) or OPTPP (alternative choice) installed.

*Default Behavior*
"off"



**Examples**


The following method block

.. code-block::

    method,
     model_pointer = 'HIERARCH'
            multilevel_sampling
       pilot_samples = 20 seed = 1237
       convergence_tolerance = .01
       allocation_target = scalarization
        scalarization_response_mapping = 1 0 0 0
                                                     0 0 1 3
                    optimization


uses the scalarization as sample allocation target and solves the resulting optimization problem using numerical optimization.