Version 5.3.1 (2013/05/15)

Highlights

  • Efficiency / precision / stability enhancements for stochastic expansions.

  • Support for native Windows builds with MS Visual Studio 2008 and Intel fortran 11.1 (also with Windows Command Prompt via CMake’s “NMake Makefiles” build generator).

  • Bayesian calibration via QUESO now available in all Dakota distributions

Uncertainty Quantification (UQ)

  • Efficiency / precision / stability enhancements for stochastic expansions.

    • Stochastic collocation now employs a barycentric Lagrange formulation for global value-based interpolants in both nodal and hierarchical cases. This formulation significantly reduces run times when sampling on the interpolant. Further, tensor interpolant value/gradient computations now employ a multivariate Horner’s rule for all interpolation polynomial cases.

    • Polynomial chaos expansions also now employ Horner’s rule for all 1D polynomial evaluations and employ a multivariate Horner’s approach in selected value computations for tensor expansions.

Optimization and Calibration

  • Bayesian calibration via QUESO

    • Now available in all Dakota distributions, disabled by default.

    • Additional QUESO user controls for surrogate type and whether to calibrate sigma.

    • Progress toward building QUESO under Trilinos TriKota

Framework

  • Input/Output

    • Better use of the Boost.Filesystem library for portable interaction with the platform’s native filesystem during data exchange when using ‘fork’ and ‘system’ interfaces.

  • Interfaces

    • Improved NumPy behavior: when building Python interface, always try to link numpy, then give user option to turn enable/disable at runtime. No longer require PWD to be on the PYTHONPATH.

    • Improved test/code coverage in ‘fork’ and ‘system’ interfaces, especially those leveraging Dakota’s work_directory feature.

  • Build System / TPLs

    • Numerous patches for Microsoft Visual Studio portability: strings, signals, min/max macros, sleep, extern, reserved keywords, asynch system calls, Boost filesystem, install dependencies, dakota_test.perl.

    • Enable testing of external distributions by leaving out tests known to fail.

    • Add tests for work_directory feature.

Miscellaneous Bug Fixes

  • BUG: resolve testing differences from the baseline and improve reliability / RBDO performance for cases involving second-order integrations.

  • BUG: Command line options -help and -version could result in accessing invalid iterator.