Dakota Reference Manual  Version 6.15
Explore and Predict with Confidence
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sum


Aggregate the variances over all QoIs to generate a target for each level in a MLMC algorithm.

Specification

Alias: none

Argument(s): none

Description

The variances of the allocation_target of $Y^i_\ell, i = 1,...,R$ are aggregated and a single sample allocation is computed.

Examples

The following method block

method,
    model_pointer = 'HIERARCH'
        multilevel_sampling
      pilot_samples = 20 seed = 1237
      convergence_tolerance = .01
      allocation_target = mean
      qoi_aggregation = sum

uses the sum rule to aggregate the variance over the qois.