Dakota Reference Manual: ignore_bounds

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ignore_bounds

Do not respect bounds when computing gradients or Hessians

## Specification

Alias: none

Argument(s): none

Default: bounds respected

## Description

When Dakota computes gradients or Hessians by finite differences and the variables in question have bounds, it by default chooses finite-differencing steps that keep the variables within their specified bounds. Older versions of Dakota generally ignored bounds when computing finite differences. To restore the older behavior, one can add keyword `ignore_bounds` to the `response` specification when `method_source dakota` (or just `dakota`) is also specified.

In forward difference or backward difference computations, honoring bounds is straightforward.

To honor bounds when approximating , i.e., component of the gradient of , by central differences, Dakota chooses two steps and with , such that and both satisfy the bounds, and then computes

with , , and .