Dakota Reference Manual: optimization_method

| Dakota Reference Manual Version 6.15 Explore and Predict with Confidence

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optimization_method

Change the optimization method used to compute hyperparameters

## Specification

Alias: none

Argument(s): STRING

Default: global

## Description

Select the optimization method to compute hyperparameters of the Gaussian Process by specifying one of these arguments:

- `global` (default) - DIRECT method
- `local` - CONMIN method
- `sampling` - generates several random guesses and picks the candidate with greatest likelihood
- `none` - no optimization, pick the center of the feasible region

The `none` option, and the starting location of the `local` optimization, default to the center, in log(correlation length) scale, of the of feasible region.

Surfpack picks a small feasible region of correlation parameters.

Note that we have found the `global` optimization method to be the most robust.