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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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The merit function by Vanderbei and Shanno
Alias: none
Argument(s): none
The "van_shanno" merit function can be classified as a penalty function for the logarithmic barrier formulation of the nonlinear programming problem. The cost per linesearch iteration is one function evaluation. For more information see[86].
If the function evaluation is expensive or noisy, set the merit_function
to "argaez_tapia" or "van_shanno".