Blurb::
Reasonable initial changes to optimization variables
Description::
``initial_delta`` for COBYLA should be set to be a value that is
reasonable for initial changes to the optimization variables.  It
represents a distance from the initial simplex within which linear
approximation subproblems can be trusted to be sufficiently
representative of the true problem.  It is analagous to the initial
trust-region size used in trust-region methods.


*Default Behavior*

The default value is 1.0.
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