ncsu_direct

DIviding RECTangles method

Topics

global_optimization_methods

Specification

  • Alias: None

  • Arguments: None

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

solution_target

Specifies a globally optimal value toward which the optimizer should track

Optional

min_boxsize_limit

Stopping Criterion based on shortest edge of hyperrectangle

Optional

volume_boxsize_limit

Stopping criterion based on volume of search space

Optional

convergence_tolerance

Stopping criterion based on objective function or statistics convergence

Optional

max_iterations

Number of iterations allowed for optimizers and adaptive UQ methods

Optional

max_function_evaluations

Number of function evaluations allowed for optimizers

Optional

scaling

Turn on scaling for variables, responses, and constraints

Optional

model_pointer

Identifier for model block to be used by a method

Description

North Carolina State University (NCSU) has an implementation of the DIRECT algorithm (DIviding RECTangles algorithm that is outlined in the SCOLIB method section above). This version is documented in [Gab01] We have found that the NCSU DIRECT implementation works better and is more robust for some problems than coliny_direct. Currently, we maintain both versions of DIRECT in Dakota; in the future, we may deprecate one.

The NCSU DIRECT method is selected with ncsu_direct. We have tried to maintain consistency between the keywords in SCOLIB and NCSU implementation of DIRECT, but the algorithms have different parameters, so the keywords sometimes have slightly different meaning.

Stopping Criteria

The algorithm stops based on:

This method will always strictly respect the number of iterations, but may slightly exceed the number of function evaluations, as it will always explore all sub-rectangles at the current level.

Expected HDF5 Output

If Dakota was built with HDF5 support and run with the hdf5 keyword, this method writes the following results to HDF5: