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Dakota Reference Manual
Version 6.15
Explore and Predict with Confidence
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Step length-based stopping criteria for derivative-free optimizers
Alias: none
Argument(s): REAL
Default: 1.0e-6
The variable_tolerance
keyword defines the minimum step length allowed by the optimizer and is used to determine convergence. It is applicable to asynch_pattern_search
, coliny_cobyla
, coliny_pattern_search
, coliny_solis_wets
, and mesh_adaptive_search
.
Default Behavior
The default value varies according to method as follows:
asynch_pattern_search:
1.0e-2 coliny_cobyla:
1.0e-4 coliny_pattern_search:
1.0e-5 coliny_solis_wets:
1.0e-6 mesh_adaptive_search:
1.0e-6Usage Tips
It is recommended that variable_tolerance
be set to a value for which changes of that scale in parameter values cause negligible changes in the objective function.
Three example method input blocks appear below.
For asynch_pattern_search:
method asynch_pattern_search contraction_factor = 0.25 variable_tolerance = 1.e-4 solution_target = 1.e-6 max_function_evaluations 500 constraint_tolerance 1.e-6
For coliny_pattern_search:
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
method mesh_adaptive_search variable_tolerance = 0.01 seed = 1234