trust_region

Specification group for trust region model management

Specification

• Alias: None

• Arguments: None

Child Keywords:

Required/Optional	Description of Group	Dakota Keyword	Dakota Keyword Description
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

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 surrogate_based_local iteration. The command expand_threshold determines the trust region value above which the trust region will expand for the next surrogate_based_local iteration.

Each of these specifications are REAL scalars, with the exception of initial_size, which is a REALLIST.