Publications

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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.

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.

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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Recent years have seen growth in the number of algorithms designed to solve challenging simulation-based nonlinear optimization problems. One such algorithm is the Trust-Region Parallel Direct Search (TRPDS) method developed by Hough and Meza. In this paper, we take advantage of the theoretical properties of TRPDS to make use of approximation models in order to reduce the computational cost of simulation-based optimization. We describe the extension, which we call mTRPDS, and present the results of a case study for two earth penetrator design problems. In the case study, we conduct computational experiments with an array of approximations within the mTRPDS algorithm and compare the numerical results to the original TRPDS algorithm and a trust-region method implemented using the speculative gradient approach described by Byrd, Schnabel, and Shultz. The results suggest new ways to improve the algorithm. © 2009 Springer Berlin Heidelberg.

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This project focused on research and algorithmic development in optimization under uncertainty (OUU) problems driven by earth penetrator (EP) designs. While taking into account uncertainty, we addressed three challenges in current simulation-based engineering design and analysis processes. The first challenge required leveraging small local samples, already constructed by optimization algorithms, to build effective surrogate models. We used Gaussian Process (GP) models to construct these surrogates. We developed two OUU algorithms using 'local' GPs (OUU-LGP) and one OUU algorithm using 'global' GPs (OUU-GGP) that appear competitive or better than current methods. The second challenge was to develop a methodical design process based on multi-resolution, multi-fidelity models. We developed a Multi-Fidelity Bayesian Auto-regressive process (MF-BAP). The third challenge involved the development of tools that are computational feasible and accessible. We created MATLAB{reg_sign} and initial DAKOTA implementations of our algorithms.

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.

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.

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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Many engineering application problems use optimization algorithms in conjunction with numerical simulators to search for solutions. The formulation of relevant objective functions and constraints dictate possible optimization algorithms. Often, a gradient based approach is not possible since objective functions and constraints can be nonlinear, nonconvex, non-differentiable, or even discontinuous and the simulations involved can be computationally expensive. Moreover, computational efficiency and accuracy are desirable and also influence the choice of solution method. With the advent and increasing availability of massively parallel computers, computational speed has increased tremendously. Unfortunately, the numerical and model complexities of many problems still demand significant computational resources. Moreover, in optimization, these expenses can be a limiting factor since obtaining solutions often requires the completion of numerous computationally intensive simulations. Therefore, we propose a multifidelity optimization algorithm (MFO) designed to improve the computational efficiency of an optimization method for a wide range of applications. In developing the MFO algorithm, we take advantage of the interactions between multi fidelity models to develop a dynamic and computational time saving optimization algorithm. First, a direct search method is applied to the high fidelity model over a reduced design space. In conjunction with this search, a specialized oracle is employed to map the design space of this high fidelity model to that of a computationally cheaper low fidelity model using space mapping techniques. Then, in the low fidelity space, an optimum is obtained using gradient or non-gradient based optimization, and it is mapped back to the high fidelity space. In this paper, we describe the theory and implementation details of our MFO algorithm. We also demonstrate our MFO method on some example problems and on two applications: earth penetrators and groundwater remediation.

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