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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Controls how closely the algorithm should follow the "central path"
Alias: none
Argument(s): REAL
Default: Merit function dependent: 0.2 (el_bakry), 0.2 (argaez_tapia), 0.1 (van_shanno)
The centering_parameter
specification is a parameter (between 0 and 1) that controls how closely the algorithm should follow the "central
path". See[92] for the definition of central path. The larger the value, the more closely the algorithm follows the central path, which results in small steps. A value of 0 indicates that the algorithm will take a pure Newton step. Default values are .2, .2, and .1 for the el_bakry
, argaez_tapia
, and van_shanno
merit functions, respectively.