Blurb::
Initial step size for derivative-free optimizers
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.
Topics::

Examples::
Three example method input blocks appear below.

For ``asynch_pattern_search``:

.. code-block::

    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``:

.. code-block::

    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``

.. code-block::

    method
      mesh_adaptive_search
        initial_delta = 2.0
        seed = 1234


Theory::

Faq::

See_Also::
