.. _method-snowpac-trust_region:

""""""""""""
trust_region
""""""""""""


Use trust region as the globalization strategy.


.. toctree::
   :hidden:
   :maxdepth: 1

   method-snowpac-trust_region-initial_size
   method-snowpac-trust_region-minimum_size
   method-snowpac-trust_region-contract_threshold
   method-snowpac-trust_region-expand_threshold
   method-snowpac-trust_region-contraction_factor
   method-snowpac-trust_region-expansion_factor


**Specification**

- *Alias:* None

- *Arguments:* None


**Child Keywords:**

+-------------------------+--------------------+------------------------+---------------------------------------------+
| Required/Optional       | Description of     | Dakota Keyword         | Dakota Keyword Description                  |
|                         | Group              |                        |                                             |
+=========================+====================+========================+=============================================+
| Optional                                     | `initial_size`__       | Trust region initial size (relative to      |
|                                              |                        | bounds)                                     |
+----------------------------------------------+------------------------+---------------------------------------------+
| Optional                                     | `minimum_size`__       | Trust region minimum size                   |
+----------------------------------------------+------------------------+---------------------------------------------+
| Optional                                     | `contract_threshold`__ | Shrink trust region if trust region ratio   |
|                                              |                        | is below this value                         |
+----------------------------------------------+------------------------+---------------------------------------------+
| Optional                                     | `expand_threshold`__   | Expand trust region if trust region ratio   |
|                                              |                        | is above this value                         |
+----------------------------------------------+------------------------+---------------------------------------------+
| Optional                                     | `contraction_factor`__ | Amount by which step length is rescaled     |
+----------------------------------------------+------------------------+---------------------------------------------+
| Optional                                     | `expansion_factor`__   | Trust region expansion factor               |
+----------------------------------------------+------------------------+---------------------------------------------+

.. __: method-snowpac-trust_region-initial_size.html
__ method-snowpac-trust_region-minimum_size.html
__ method-snowpac-trust_region-contract_threshold.html
__ method-snowpac-trust_region-expand_threshold.html
__ method-snowpac-trust_region-contraction_factor.html
__ method-snowpac-trust_region-expansion_factor.html



**Description**


The ``trust_region`` optional group specification can be used to
specify the initial size of the trust region (using ``initial_size``)
relative to the total variable bounds, the minimum size of the trust
region (using ``minimum_size``), the contraction factor for the trust
region size (using ``contraction_factor``) used when the surrogate
model is performing poorly, and the expansion factor for the trust
region size (using ``expansion_factor``) used when the the surrogate
model is performing well. Two additional commands are the trust region
size contraction threshold (using ``contract_threshold``) and the trust
region size expansion threshold (using ``expand_threshold``).  These
two commands are related to what is called the trust region ratio,
which is the actual decrease in the truth model divided by the
predicted decrease in the truth model in the current trust region. The
command ``contract_threshold`` sets the minimum acceptable value for
the trust region ratio, i.e., values below this threshold cause the
trust region to shrink for the next SBL iteration. The command
``expand_threshold`` determines the trust region value above which the
trust region will expand for the next SBL iteration.