Dakota Reference Manual: coliny_solis_wets

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coliny_solis_wets

Simple greedy local search method

## Topics

This keyword is related to the topics:

- package_scolib
- package_coliny

## Specification

Alias: none

Argument(s): none

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| Optional | contract_after_failure | The number of unsuccessful cycles prior to contraction.
| Optional | no_expansion | Don't allow expansion of the search pattern
| Optional | expand_after_success | Set the factor by which a search pattern can be expanded
| Optional | constant_penalty | Use a simple weighted penalty to manage feasibility
| Optional | contraction_factor | Amount by which step length is rescaled
| Optional | constraint_penalty | Multiplier for the penalty function
| Optional | initial_delta | Initial step size for derivative-free optimizers
| Optional | variable_tolerance | Step length-based stopping criteria for derivative-free optimizers
| Optional | solution_target | Stopping criteria based on objective function value
| Optional | seed | Seed of the random number generator
| Optional | show_misc_options | Show algorithm parameters not exposed in Dakota input
| Optional | misc_options | Set method options not available through Dakota spec
| Optional | max_iterations | Number of iterations allowed for optimizers and adaptive UQ methods
| Optional | convergence_tolerance | Stopping criterion based on objective function or statistics convergence
| Optional | max_function_evaluations | Number of function evaluations allowed for optimizers
| Optional | scaling | Turn on scaling for variables, responses, and constraints
| Optional | model_pointer | Identifier for model block to be used by a method

## Description

The Solis-Wets method is a simple greedy local search heuristic for continuous parameter spaces. Solis-Wets generates trial points using a multivariate normal distribution, and unsuccessful trial points are reflected about the current point to find a descent direction.

See the page package_scolib for important information regarding all SCOLIB methods

`coliny_solis_wets` is inherently serial, no concurrency is used.

These specifications have the same meaning as corresponding specifications for coliny_pattern_search. Please see that page for specification details.

In particular, `coliny_solis_wets` supports dynamic rescaling of the step length, and dynamic rescaling of the constraint penalty. The only new specification is `contract_after_failure`, which specifies the number of unsuccessful cycles which must occur with a specific delta prior to contraction of the delta.

Expected HDF5 Output

If Dakota was built with HDF5 support and run with the hdf5 keyword, this method writes the following results to HDF5:

- Best Parameters
- Best Objective Functions (when objective_functions) are specified)
- Best Nonlinear Constraints
- Calibration (when calibration_terms are specified)

## See Also

These keywords may also be of interest:

- coliny_beta
- coliny_direct
- coliny_pattern_search
- coliny_cobyla
- coliny_ea