multi_start

Multi-Start Optimization Method

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Required (Choose One)

Sub-method Selection

method_name

Specify sub-method by name

method_pointer

Pointer to sub-method to run from each starting point

Optional

random_starts

Number of random starting points

Optional

starting_points

List of user-specified starting points

Optional

iterator_servers

Specify the number of iterator servers when Dakota is run in parallel

Optional

iterator_scheduling

Specify the scheduling of concurrent iterators when Dakota is run in parallel

Optional

processors_per_iterator

Specify the number of processors per iterator server when Dakota is run in parallel

Description

In the multi-start iteration method ( multi_start), a series of iterator runs are performed for different values of parameters in the model. A common use is for multi-start optimization (i.e., different local optimization runs from different starting points for the design variables), but the concept and the code are more general. Multi-start iteration is implemented within the MetaIterator branch of the Iterator hierarchy within the ConcurrentMetaIterator class. Additional information on the multi-start algorithm is available here.

The multi_start meta-iterator must specify a sub-iterator using either a method_pointer or a method_name plus optional model_pointer. This iterator is responsible for completing a series of iterative analyses from a set of different starting points. These starting points can be specified as follows: (1) using random_starts, for which the specified number of starting points are selected randomly within the variable bounds, (2) using starting_points, in which the starting values are provided in a list, or (3) using both random_starts and starting_points, for which the combined set of points will be used. In aggregate, at least one starting point must be specified. The most common example of a multi-start algorithm is multi-start optimization, in which a series of optimizations are performed from different starting values for the design variables. This can be an effective approach for problems with multiple minima.

Expected HDF5 Output

If Dakota was built with HDF5 support and run with the hdf5 keyword, this method writes the starting points for each sub-iterator it runs, as well as the best parameters and responses returned by each sub-iterator. See the Multistart and Pareto Set documentation for details.