fixed_factor

For under-relaxation of shared sample increments, apply a fixed factor that is invariant with iteration

Specification

• Alias: None

• Arguments: REAL

Description

When initial correlation / covariance approximations are inaccurate, iterated sample updates can be overly aggressive, such that it becomes advisable to only accept a portion of this suggested increment through use of an under-relaxation factor.

In the fixed_factor option, a single relaxation factor is specified for use on all online iterations.

Usage Tips

Even through the under-relaxation factor does not decay to a value of 1, the sample increments will generally decay toward an integer truncation of zero, terminating the online iteration.

As for other relaxation specification options, the one case where the relaxation factor will be automatically advanced to 1 is the case where a max_iterations constraint will force early termination of the iteration. This advancement avoids polluting the final results with an anticipated variance reduction that was not fully realized due to increment throttling.

This option is equivalent to a factor_sequence specification with a single value.

Examples

method,
    multilevel_blue
      solution_mode  online_pilot
        relaxation fixed_factor = .8
      pilot_samples = 25
      seed = 8674132
      max_function_evaluations = 500