Dakota Reference Manual: trust_region

| Dakota Reference Manual Version 6.15 Explore and Predict with Confidence

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trust_region

Use trust region as the globalization strategy.

## Specification

Alias: none

Argument(s): none

Child Keywords:

| Required/Optional | Description of Group | Dakota Keyword | Dakota Keyword Description
--- | --- | --- | --- | ---
| Optional | initial_size | Trust region initial size (relative to bounds)
| Optional | minimum_size | Trust region minimum size
| Optional | contract_threshold | Shrink trust region if trust region ratio is below this value
| Optional | expand_threshold | Expand trust region if trust region ratio is above this value
| Optional | contraction_factor | Amount by which step length is rescaled
| Optional | expansion_factor | Trust region expansion factor

## Description

The `trust_region` optional group specification can be used to specify the initial size of the trust region (using `initial_size`) relative to the total variable bounds, the minimum size of the trust region (using `minimum_size`), the contraction factor for the trust region size (using `contraction_factor`) used when the surrogate model is performing poorly, and the expansion factor for the trust region size (using `expansion_factor`) used when the the surrogate model is performing well. Two additional commands are the trust region size contraction threshold (using `contract_threshold`) and the trust region size expansion threshold (using `expand_threshold`). These two commands are related to what is called the trust region ratio, which is the actual decrease in the truth model divided by the predicted decrease in the truth model in the current trust region. The command `contract_threshold` sets the minimum acceptable value for the trust region ratio, i.e., values below this threshold cause the trust region to shrink for the next SBL iteration. The command `expand_threshold` determines the trust region value above which the trust region will expand for the next SBL iteration.