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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Initial step size for derivative-free optimizers
Alias: none
Argument(s): REAL
Default: 1.0
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.
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