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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Required or expected accuracy in optimization variables.
Alias: none
Argument(s): REAL
Default: 1.0e-4 (COBYLA), 1.0e-5 (PS), 1.0e-6 (SW)
Unlike it's use as a stopping criteria in other methods, variable_tolerance
is used to communicate the accuracy of the optimization variables to COBYLA. It represents the mimimum distance from the simplex within which linear approximation subproblems can be trusted to be sufficiently representative of the true problem. It is analagous to the minimum trust-region size used in trust-region methods. Note that, per COBYLA documentation, the level of accuracy is not guaranteed.
Default Behavior
The default value is 0.0001.
Additional Discussion
While variable_tolerance
is not a stopping criteria for COBYLA, we note that it may have a side effect regarding convergence. In particular, if lower accuracy is required of the optimization variables, it may stop sooner than if higher accuracy is required.