dakota

(Default) Use internal Dakota finite differences algorithm

Specification

  • Alias: None

  • Arguments: None

  • Default: relative

Child Keywords:

Required/Optional

Description of Group

Dakota Keyword

Dakota Keyword Description

Optional

ignore_bounds

Do not respect bounds when computing gradients or Hessians

Optional (Choose One)

Step Scaling

relative

(Default) Scale step size by the parameter value

absolute

Do not scale step-size

bounds

Scale step-size by the domain of the parameter

Description

The dakota routine is the default since it can execute in parallel and exploit the concurrency in finite difference evaluations (see the discussion on exploiting parallelism).

When the method_source is dakota, the user may also specify the type of scaling desired when determining the finite difference step size. The choices are absolute, bounds, and relative. For absolute, the step size will be applied as is. For bounds, it will be scaled by the range of each parameter. For relative, it will be scaled by the parameter value.