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Implementing multistart version of theta_est using multiple sampling methods #3575

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@sscini sscini commented Apr 23, 2025

Fixes # .

Summary/Motivation:

Currently, the optimization is only done from a single initial value. This implementation adds the ability to specify multiple initial values using selected sampling techniques: from a random uniform distribution, using Latin Hypercube Sampling, or using Sobol Quasi-Monte Carlo sampling.

Changes proposed in this PR:

  • All changes made adding pseudocode in comments
  • Added inputs needed for multistart simulation
  • Added a function to generate points using the selected method
  • Added theta_est_multistart to work for the multistart process

TODO before converting from draft:

  • Receive feedback from collaborators on logical setup
  • Convert finalized pseudocode
  • Test and debug
  • Confirm function with examples

Legal Acknowledgement

By contributing to this software project, I have read the contribution guide and agree to the following terms and conditions for my contribution:

  1. I agree my contributions are submitted under the BSD license.
  2. I represent I am authorized to make the contributions and grant the license. If my employer has rights to intellectual property that includes these contributions, I represent that I have received permission to make contributions and grant the required license on behalf of that employer.

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sscini commented Apr 23, 2025

@djlaky @adowling2 Please provide early feedback.

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