Dakota Reference Manual: initial_delta

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initial_delta

Initial step size for derivative-free optimizers

## Specification

Alias: none

Argument(s): REAL

Default: 1.0

## Description

The `initial_delta` keyword defines the size of the first search step in derivative-free optimization methods, specifically `asynch_pattern_search`, `coliny_cobyla`, `coliny_pattern_search`, `coliny_solis_wets`, and `mesh_adaptive_search`. It is applied in an absolute sense to all search directions.

Default Behavior

The default value is 1.0.

Usage Tips

It is recommended that `initial_delta` be the approximate distance from the initial point to the solution. If this distance is unknown, it is advisable to err on the side of choosing an `initial_delta` that is too large or to not specify it. Relative application of `initial_delta` is not available unless the user scales the problem accordingly.

## Examples

Three example method input blocks appear below.

For `asynch_pattern_search:`

    method
      asynch_pattern_search
        initial_delta = .5
        contraction_factor = 0.25
        merit_function merit1_smooth
        smoothing_factor = 1.0
        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
        initial_delta = 2.0
        seed = 1234