Dakota Reference Manual: variable_tolerance

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variable_tolerance

Step length-based stopping criteria for derivative-free optimizers

## Specification

Alias: none

Argument(s): REAL

Default: 1.0e-6

## Description

The `variable_tolerance` keyword defines the minimum step length allowed by the optimizer and is used to determine convergence. It is applicable to `asynch_pattern_search`, `coliny_cobyla`, `coliny_pattern_search`, `coliny_solis_wets`, and `mesh_adaptive_search`.

Default Behavior

The default value varies according to method as follows:

- `asynch_pattern_search:` 1.0e-2
- `coliny_cobyla:` 1.0e-4
- `coliny_pattern_search:` 1.0e-5
- `coliny_solis_wets:` 1.0e-6
- `mesh_adaptive_search:` 1.0e-6

Usage Tips

It is recommended that `variable_tolerance` be set to a value for which changes of that scale in parameter values cause negligible changes in the objective function.

## Examples

Three example method input blocks appear below.

For `asynch_pattern_search:`

    method
      asynch_pattern_search
        contraction_factor = 0.25
        variable_tolerance = 1.e-4
        solution_target = 1.e-6
        max_function_evaluations 500
        constraint_tolerance    1.e-6

For `coliny_pattern_search:`

    method
      coliny_pattern_search
        initial_delta = .2
        variable_tolerance = 1.e-4
        max_iterations 100
        solution_accuracy = 1.e-6
        seed = 1234
        max_function_evaluations = 1000

For `mesh_adaptive_search`

    method
      mesh_adaptive_search
        variable_tolerance = 0.01
        seed = 1234