# DAKOTA INPUT FILE - rosenbrock.in # derived from $DAKOTA/test/dakota_rosenbrock_hessians.in; # modified to use analysis_driver dakmatlab. # This sample Dakota input file optimizes the Rosenbrock function. # See p. 95 in Practical Optimization by Gill, Murray, and Wright. # This tester executes optpp_newton with a series of Hessian settings: # analytic, quasi BFGS, quasi SR1, 1st-order FD, and 2nd-order FD. method, optpp_newton max_iterations = 50, convergence_tolerance = 1e-12 # convergence_tolerance = 1e-4 # output debug variables, continuous_design = 2 cdv_initial_point -1.2 1.0 cdv_lower_bounds -2.0 -2.0 cdv_upper_bounds 2.0 2.0 cdv_descriptor 'x1' 'x2' interface, fork analysis_driver = './dakmatlab', parameters_file = 'r.in' results_file = 'r.out' deactivate active_set_vector responses, num_objective_functions = 1 analytic_gradients #0,#1,#2,#3 # numerical_gradients #4 # method_source dakota #4 # interval_type central #4 # fd_gradient_step_size = 1.e-5 #4 analytic_hessians #0 # quasi_hessians damped bfgs #1 # quasi_hessians sr1 #2 # numerical_hessians #3,#4 # fd_hessian_step_size = 1.e-5 #3,#4