Package: PSUADE

The Problem Solving Environment for Uncertainty Analysis and Design Exploration (PSUADE) is a Lawrence Livermore National Laboratory tool for metamodeling, sensitivity analysis, uncertainty quantification, and optimization. Its features include non-intrusive and parallel function evaluations, sampling and analysis methods, an integrated design and analysis framework, global optimization, numerical integration, response surfaces (MARS and higher order regressions), graphical output with Pgplot or Matlab, and fault tolerance [Ton05].