method-multilevel_sampling-allocation_target-scalarization-optimization

Blurb:: 
Solve the optimization problem for the sample allocation by numerical optimization in the case of sampling estimator targeting the scalarization.

Description:: 
Employ numerical optimization to solve the optimization problem for finding the optimal sample allocation when targeting the scalarization metric. This option needs NPSOL (preferred choice) or OPTPP (alternative choice) installed.

<b> Default Behavior </b>
"off"

Topics::

Examples::
The following method block 
\verbatim
method,
	model_pointer = 'HIERARCH'
        multilevel_sampling
	  pilot_samples = 20 seed = 1237
	  convergence_tolerance = .01
	  allocation_target = scalarization
	  	scalarization_response_mapping = 1 0 0 0
                                                 0 0 1 3
                optimization                                 
\endverbatim

uses the scalarization as sample allocation target and solves the resulting optimization problem using numerical optimization.

Theory::
Faq::
See_Also:: method-multilevel_sampling-allocation_target-scalarization
