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Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis:version 4.0 developers manual

Brown, Shannon L.; Griffin, Joshua G.; Hough, Patricia D.; Kolda, Tamara G.; Martinez-Canales, Monica L.; Williams, Pamela J.; Adams, Brian M.; Dunlavy, Daniel D.; Swiler, Laura P.; Giunta, Anthony A.; Hart, William E.; Watson, Jean-Paul W.; Eddy, John P.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a developers manual for the DAKOTA software and describes the DAKOTA class hierarchies and their interrelationships. It derives directly from annotation of the actual source code and provides detailed class documentation, including all member functions and attributes.

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DAKOTA, a multilevel parellel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis:version 4.0 uers's manual

Swiler, Laura P.; Giunta, Anthony A.; Hart, William E.; Watson, Jean-Paul W.; Eddy, John P.; Griffin, Joshua G.; Hough, Patricia D.; Kolda, Tamara G.; Martinez-Canales, Monica L.; Williams, Pamela J.; Eldred, Michael S.; Brown, Shannon L.; Adams, Brian M.; Dunlavy, Daniel D.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the DAKOTA software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

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DAKOTA, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis:version 4.0 reference manual

Brown, Shannon L.; Griffin, Joshua G.; Hough, Patricia D.; Kolda, Tamara G.; Martinez-Canales, Monica L.; Williams, Pamela J.; Adams, Brian M.; Dunlavy, Daniel D.; Swiler, Laura P.; Giunta, Anthony A.; Hart, William E.; Watson, Jean-Paul W.; Eddy, John P.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a reference manual for the commands specification for the DAKOTA software, providing input overviews, option descriptions, and example specifications.

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The surfpack software library for surrogate modeling of sparse irregularly spaced multidimensional data

Collection of Technical Papers - 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference

Giunta, Anthony A.; Swiler, Laura P.; Brown, Shannon L.; Eldred, Michael S.; Richards, Mark D.; Cyr, Eric C.

Surfpack is a general-purpose software library of multidimensional function approximation methods for applications such as data visualization, data mining, sensitivity analysis, uncertainty quantification, and numerical optimization. Surfpack is primarily intended for use on sparse, irregularly-spaced, n-dimensional data sets where classical function approximation methods are not applicable. Surfpack is under development at Sandia National Laboratories, with a public release of Surfpack version 1.0 in August 2006. This paper provides an overview of Surfpack's function approximation methods along with some of its software design attributes. In addition, this paper provides some simple examples to illustrate the utility of Surfpack for data trend analysis, data visualization, and optimization. Copyright © 2006 by the American Institute of Aeronautics and Astronautics, Inc.

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Perspectives on optimization under uncertainty: Algorithms and applications

Giunta, Anthony A.; Eldred, Michael S.; Swiler, Laura P.; Trucano, Timothy G.

This paper provides an overview of several approaches to formulating and solving optimization under uncertainty (OUU) engineering design problems. In addition, the topic of high-performance computing and OUU is addressed, with a discussion of the coarse- and fine-grained parallel computing opportunities in the various OUU problem formulations. The OUU approaches covered here are: sampling-based OUU, surrogate model-based OUU, analytic reliability-based OUU (also known as reliability-based design optimization), polynomial chaos-based OUU, and stochastic perturbation-based OUU.

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DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis Version 3.0 Developers Manual (title change from electronic posting)

Eldred, Michael S.; Giunta, Anthony A.; van Bloemen Waanders, Bart G.; Wojtkiewicz, Steven F.; Hart, William E.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, analytic reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a developers manual for the DAKOTA software and describes the DAKOTA class hierarchies and their interrelationships. It derives directly from annotation of the actual source code and provides detailed class documentation, including all member functions and attributes.

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DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis Version 3.0

Eldred, Michael S.; Giunta, Anthony A.; van Bloemen Waanders, Bart G.; Wojtkiewicz, Steven F.; Hart, William E.; Giunta, Anthony A.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, analytic reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the DAKOTA software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

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DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis Version 3.0 Reference Manual

Eldred, Michael S.; Giunta, Anthony A.; van Bloemen Waanders, Bart G.; Wojtkiewicz, Steven F.; Hart, William E.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, analytic reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a reference manual for the commands specification for the DAKOTA software, providing input overviews, option descriptions, and example specifications.

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Application of finite element, global polynomial, and kriging response surfaces in Progressive Lattice Sampling designs

Romero, Vicente J.; Swiler, Laura P.; Giunta, Anthony A.

This paper examines the modeling accuracy of finite element interpolation, kriging, and polynomial regression used in conjunction with the Progressive Lattice Sampling (PLS) incremental design-of-experiments approach. PLS is a paradigm for sampling a deterministic hypercubic parameter space by placing and incrementally adding samples in a manner intended to maximally reduce lack of knowledge in the parameter space. When combined with suitable interpolation methods, PLS is a formulation for progressive construction of response surface approximations (RSA) in which the RSA are efficiently upgradable, and upon upgrading, offer convergence information essential in estimating error introduced by the use of RSA in the problem. The three interpolation methods tried here are examined for performance in replicating an analytic test function as measured by several different indicators. The process described here provides a framework for future studies using other interpolation schemes, test functions, and measures of approximation quality.

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