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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Reasonable initial changes to optimization variables
Alias: none
Argument(s): REAL
Default: 1.0 (COBYLA), 0.1*range (PS, SW)
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.