Dakota A Multilevel Parallel Object-Oriented Framework for Design Optimization Parameter Estimation Uncertainty Quantification and Sensitivity Analysis: Version 6.12 Theory Manual
- Sandia National Laboratories (SNL), Albuquerque, NM, and Livermore, CA (United States)
- Technische Univ. Munchen (Germany)
- Univ. of Southern California, Los Angeles, CA (United States)
The Dakota 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.
- Research Organization:
- Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
- Sponsoring Organization:
- USDOE National Nuclear Security Administration (NNSA)
- DOE Contract Number:
- AC04-94AL85000; NA0003525
- OSTI ID:
- 1630693
- Report Number(s):
- SAND--2020-4987; 686161
- Country of Publication:
- United States
- Language:
- English
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