nlssol_sqp
Sequential Quadratic Program for nonlinear least squares
Topics
sequential_quadratic_programming, nonlinear_least_squares
Specification
Alias: None
Arguments: None
Child Keywords:
Required/Optional |
Description of Group |
Dakota Keyword |
Dakota Keyword Description |
---|---|---|---|
Optional |
Verify the quality of analytic gradients |
||
Optional |
Specify the maximum precision of the analysis code responses |
||
Optional |
Choose how accurately the algorithm will compute the minimum in a line search |
||
Optional |
Stopping criterion based on objective function convergence |
||
Optional |
Number of iterations allowed for optimizers and adaptive UQ methods |
||
Optional |
Maximum allowable constraint violation still considered feasible |
||
Optional |
Compute speculative gradients |
||
Optional |
Number of function evaluations allowed for optimizers |
||
Optional |
Turn on scaling for variables, responses, and constraints |
||
Optional |
Identifier for model block to be used by a method |
Description
NLSSOL supports unconstrained, bound-constrained, and generally-constrained least-squares calibration problems. It exploits the structure of a least squares objective function through the periodic use of Gauss-Newton Hessian approximations to accelerate the SQP algorithm.
NLSSOL requires a separate software license and therefore may not be available in all versions of Dakota. :dakkw:`method-nl2sol` or :dakkw:`method-optpp_g_newton` may be suitable alternatives.
Stopping Criteria
The method independent controls for max_iterations
and
max_function_evaluations
limit the number of major SQP iterations and
the number of function evaluations that can be performed during an
NPSOL optimization. The convergence_tolerance
control defines
NPSOL’s internal optimality tolerance which is used in evaluating if
an iterate satisfies the first-order Kuhn-Tucker conditions for a
minimum. The magnitude of convergence_tolerance
approximately
specifies the number of significant digits of accuracy desired in the
final objective function (e.g., convergence_tolerance
= 1
.e-6
will result in approximately six digits of accuracy in the final
objective function). The constraint_tolerance
control defines how
tightly the constraint functions are satisfied at convergence. The
default value is dependent upon the machine precision of the platform
in use, but is typically on the order of 1
.e-8 for double precision
computations. Extremely small values for constraint_tolerance
may
not be attainable.
Expected HDF5 Output
If Dakota was built with HDF5 support and run with the
hdf5
keyword, this method
writes the following results to HDF5:
Calibration (when
calibration_terms
are specified)Parameter Confidence Intervals (when
num_experiments
equals 1)