Dakota Reference Manual: contract_threshold

| Dakota Reference Manual Version 6.15 Explore and Predict with Confidence

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contract_threshold

Shrink trust region if trust region ratio is below this value

## Specification

Alias: none

Argument(s): REAL

Default: 0.25

## 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.