Publications

Blaylock, Myra L.; Houchens, Brent C.; Frankel, Ari L.; Maniaci, David C.; Herges, Thomas H.; Geraci, Gianluca G.; Eldred, Michael S.; Knaus, Robert C.; Sakievich, Philip S.

Abstract not provided.

Jakeman, John D.; Eldred, Michael S.

Abstract not provided.

Adams, Brian M.; Bohnhoff, William J.; Dalbey, Keith D.; Eddy, John P.; Eldred, Michael S.; Hough, Patricia D.; Lefantzi, Sophia L.; Swiler, Laura P.; Vigil, Dena V.

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 expansion 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 theoretical manual for selected algorithms implemented within the DAKOTA software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of DAKOTA-related research publications in the areas of surrogate-based optimization, uncertainty quantification, and optimization under uncertainty that provide the foundation for many of DAKOTA's iterative analysis capabilities.

Adams, Brian M.; Dalbey, Keith D.; Eldred, Michael S.; Swiler, Laura P.; Bohnhoff, William J.; Eddy, John P.; Haskell, Karen H.; Hough, Patricia 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 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.

Adams, Brian M.; Dalbey, Keith D.; Eldred, Michael S.; Swiler, Laura P.; Bohnhoff, William J.; Eddy, John P.; Haskell, Karen H.; Hough, Patricia 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.

Adams, Brian M.; Dalbey, Keith D.; Eldred, Michael S.; Swiler, Laura P.; Bohnhoff, William J.; Eddy, John P.; Haskell, Karen H.; Hough, Patricia 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 reference manual for the commands specification for the DAKOTA software, providing input overviews, option descriptions, and example specifications.

Swiler, Laura P.; Giunta, Anthony A.; Eldred, Michael S.; Adams, Brian M.; Romero, Vicente J.; Martinez-Canales, Monica L.

Abstract not provided.

Adams, Brian M.; Swiler, Laura P.; Eldred, Michael S.

Abstract not provided.

Adams, Brian M.; Jakeman, John D.; Swiler, Laura P.; Stephens, John A.; Vigil, Dena V.; Wildey, Timothy M.; Bauman, Lara E.; Bohnhoff, William J.; Dalbey, Keith D.; Eddy, John P.; Ebeida, Mohamed S.; Eldred, Michael S.; Hough, Patricia D.; Hu, Kenneth H.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion 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 exible 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.

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.

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.

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.

Adams, Brian M.; Jakeman, John D.; Swiler, Laura P.; Stephens, John A.; Vigil, Dena V.; Wildey, Timothy M.; Bauman, Lara E.; Bohnhoff, William J.; Dalbey, Keith D.; Eddy, John P.; Ebeida, Mohamed S.; Eldred, Michael S.; Hough, Patricia D.; Hu, Kenneth H.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion 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 exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a theoretical manual for selected algorithms implemented within the Dakota software. It is not intended as a comprehensive theoretical treatment, since a number of existing texts cover general optimization theory, statistical analysis, and other introductory topics. Rather, this manual is intended to summarize a set of Dakota-related research publications in the areas of surrogate-based optimization, uncertainty quanti cation, and optimization under uncertainty that provide the foundation for many of Dakota's iterative analysis capabilities.

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.

Adams, Brian M.; Eldred, Michael S.; Swiler, Laura P.

Abstract not provided.

Eldred, Michael S.; Adams, Brian M.; Geraci, Gianluca G.; Portone, Teresa P.; Ridgway, Elliott M.; Stephens, John A.; Wildey, Timothy M.

This report documents the results of an FY22 ASC V&V level 2 milestone demonstrating new algorithms for multifidelity uncertainty quantification. Part I of the report describes the algorithms, studies their performance on a simple model problem, and then deploys the methods to a thermal battery example from the open literature. Part II (restricted distribution) applies the multifidelity UQ methods to specific thermal batteries of interest to the NNSA/ASC program.

Eldred, Michael S.; Jakeman, John D.; Wildey, Timothy M.

Abstract not provided.

Najm, H.N.; Ghanem, Roger G.; Eldred, Michael S.

Abstract not provided.

Eldred, Michael S.; Swiler, Laura P.

This report documents the results of an FY09 ASC V&V Methods level 2 milestone demonstrating new algorithmic capabilities for mixed aleatory-epistemic uncertainty quantification. Through the combination of stochastic expansions for computing aleatory statistics and interval optimization for computing epistemic bounds, mixed uncertainty analysis studies are shown to be more accurate and efficient than previously achievable. Part I of the report describes the algorithms and presents benchmark performance results. Part II applies these new algorithms to UQ analysis of radiation effects in electronic devices and circuits for the QASPR program.

Eldred, Michael S.; Geraci, Gianluca G.; Gorodetsky, Alex A.; Jakeman, John D.; Portone, Teresa P.

Abstract not provided.

Journal of Computational Physics

Jakeman, J.D.; Eldred, Michael S.; Sargsyan, Khachik S.

In this paper we present a basis selection method that can be used with ℓ1-minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). The adaptive construction produces anisotropic basis sets that have more terms in important dimensions and limits the number of unimportant terms that increase mutual coherence and thus degrade the performance of ℓ1-minimization. The important features and the accuracy of basis selection are demonstrated with a number of numerical examples. Specifically, we show that for a given computational budget, basis selection produces a more accurate PCE than would be obtained if the basis were fixed a priori. We also demonstrate that basis selection can be applied with non-uniform random variables and can leverage gradient information.

Eldred, Michael S.; Webster, Clayton G.

Abstract not provided.

Eldred, Michael S.; Geraci, Gianluca G.; Gorodetsky, Alex A.; Jakeman, John D.

Abstract not provided.

Zeng, Xiaoshu Z.; Geraci, Gianluca G.; Eldred, Michael S.; Ghanem, Roger G.

Abstract not provided.

Casey, Tiernan A.; Debusschere, Bert D.; Eldred, Michael S.; Geraci, Gianluca G.; Ghanem, Roger G.; Jakeman, John D.; Marzouk, Youssef M.; Najm, H.N.; Safta, Cosmin S.; Sargsyan, Khachik S.

Abstract not provided.