skip to main content

Title: Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis version 6.0 theory manual

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'smore » iterative analysis capabilities.« less
Authors:
 [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1] ;  [1]
  1. Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
Publication Date:
OSTI Identifier:
1177048
Report Number(s):
SAND2014--4253
518394
DOE Contract Number:
AC04-94AL85000
Resource Type:
Technical Report
Research Org:
Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
Sponsoring Org:
USDOE National Nuclear Security Administration (NNSA)
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING