filter
Surrogate-Based Local iterate acceptance logic
Specification
Alias: None
Arguments: None
Description
Following calculation of the merit function for the new iterate, the
iterate is accepted or rejected and the trust region size is adjusted
for the next SBL iteration. Iterate acceptance is governed either by
a trust region ratio ( tr_ratio
) formed from the merit function
values or by a filter method ( filter
); however, trust region
resizing logic is currently based only on the trust region ratio. For
infeasible iterates, constraint relaxation can be used for balancing
constraint satisfaction and progress made toward an optimum. The
command constraint_relax
followed by a method name specifies the
type of relaxation to be used. Currently, <tt>homotopy</tt> [PerezRW04]
is the only available method for constraint
relaxation, and this method is dependent on the presence of the NPSOL
library within the Dakota executable.