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The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) 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.

Figure 1: In maximal Poisson-disk sampling disks cover the domain and half-radius disks do not overlap. In 2d we generate 1 million points in 12 seconds (serial) and 1 second (GPU). The software is practical in up to 5d (serial) and 3d (GPU). AbstractWe provide a simple algorithm and data structures for d-dimensional unbiased maximal Poisson-disk sampling. We use an order of magnitude less memory and time than the alternatives. Our results become more favorable as the dimension increases. This allows us to produce bigger samplings. Domains may be non-convex with holes. The generated point cloud is maximal up to round-off error. The serial algorithm is provably bias-free. For an output sampling of size n in fixed dimension d, we use a linear memory budget and empirical Θ(n) runtime. No known methods scale well with dimension, due to the "curse of dimensionality." The serial algorithm is practical in dimensions up to 5, and has been demonstrated in 6d. We have efficient GPU implementations in 2d and 3d. The algorithm proceeds through a finite sequence of uniform grids. The grids guide the dart throwing and track the remaining disk-free area. The top-level grid provides an efficient way to test if a candidate dart is disk-free. Our uniform grids are like quadtrees, except we delay splits and refine all leaves at once. Since the quadtree is flat it can be represented using very little memory: we just need the indices of the active leaves and a global level. Also it is very simple to sample from leaves with uniform probability.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) 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 finite element 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 user's manual for the DAKOTA software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

Figure 1: A Poisson-disk sampling of a non-convex domain (left). The gray-shaded disks show the sampling is maximal (right). AbstractWe solve the problem of generating a uniform Poisson-disk sampling that is both maximal and unbiased over bounded non-convex domains. To our knowledge this is the first provably correct algorithm with time and space dependent only on the number of points produced. Our method has two phases, both based on classical dartthrowing. The first phase uses a background grid of square cells to rapidly create an unbiased, near-maximal covering of the domain. The second phase completes the maximal covering by calculating the connected components of the remaining uncovered voids, and by using their geometry to efficiently place unbiased samples that cover them. The second phase converges quickly, overcoming a common difficulty in dart-throwing methods. The deterministic memory is O(n) and the expected running time is O(n log n), where n is the output size, the number of points in the final sample. Our serial implementation verifies that the log n dependence is minor, and nearly O(n) performance for both time and memory is achieved in practice. We also present a parallel implementation on GPUs to demonstrate the parallel-friendly nature of our method, which achieves 2.4× the performance of our serial version.