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Dakota Reference Manual
Version 6.16
Explore and Predict with Confidence
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Solve the optimization problem for the sample allocation by numerical optimization in the case of sampling estimator targeting the variance.
Alias: none
Argument(s): none
Employ numerical optimization to solve the optimization problem for finding the optimal sample allocation when targeting the variance. This option needs NPSOL (preferred choice) or OPTPP (alternative choice) installed.
Default Behavior "off"
The following method block
method,
model_pointer = 'HIERARCH'
multilevel_sampling
pilot_samples = 20 seed = 1237
convergence_tolerance = .01
allocation_target = variance
optimization
uses the variance as sample allocation target and solves the resulting optimization problem using numerical optimization.