best_conditioned

Throttle multilevel BLUE to only solve for allocations using the groups with the best conditioning in their group covariances

Specification

• Alias: None

• Arguments: INTEGER

Description

The number of groups in ML BLUE is initially defined using all combinations of the model indices, and group covariances are computed for every group. This throttle then retains a number of groups specified by the provided count, where the retained groups have the highest inverse condition number (“rcond”) for their group covariances. This is closely related to rcond_tolerance except that the worst-case group conditioning is not controlled directly.

Examples

method,
    model_pointer = 'ENSEMBLE'
    multilevel_blue
      pilot_samples = 50 seed = 8674132
      group_throttle best_conditioned = 100
      max_function_evaluations = 1000