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Dakota
Version 6.2
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The global surrogate-based minimizer which sequentially minimizes and updates a global surrogate model without trust region controls. More...
Public Member Functions | |
SurrBasedGlobalMinimizer (ProblemDescDB &problem_db, Model &model) | |
constructor | |
~SurrBasedGlobalMinimizer () | |
destructor | |
Protected Member Functions | |
bool | returns_multiple_points () const |
Global surrogate-based methods can return multiple points. | |
Private Member Functions | |
void | minimize_surrogates () |
Performs global surrogate-based optimization by repeatedly optimizing on and improving surrogates of the response functions. | |
Private Attributes | |
bool | replacePoints |
flag for replacing the previous iteration's point additions, rather than continuing to append, during construction of the next surrogate |
The global surrogate-based minimizer which sequentially minimizes and updates a global surrogate model without trust region controls.
This method uses a SurrogateModel to perform minimization (optimization or nonlinear least squares) through a set of iterations. At each iteration, a surrogate is built, the surrogate is minimized, and the optimal points from the surrogate are then evaluated with the "true" function, to generate new points upon which the surrogate for the next iteration is built.