Sandia National Laboratories

# override

Replace MFMC analytic allocation with a numerical solution

Specification

- Alias: None

- Arguments: None

Description

Unconditionally employ a numerical solve for allocation of samples per model instance within multifidelity Monte Carlo (MFMC). The analytic allocation is replaced with numerical solution using either `sqp` or `nip` solvers.

Usage Tips An unconditional override can be appropriate in the case where you select a pilot sample that may be larger than the anticipated optimal sample profile results (pilot over-estimation). In this context, the numerical optimization has greater freedom to work around the incurred pilot cost and find a solution that optimally incorporates the pilot.

Additional Discussion

Examples

    method,
            model_pointer = 'ENSEMBLE'
            multifidelity_sampling
              numerical_solve nip override
              max_function_evaluations = 1000
              pilot_samples = 100
              seed = 8674132

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