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 |
Trust region initial size (relative to bounds) |
||
Optional |
Trust region minimum size |
||
Optional |
Shrink trust region if trust region ratio is below this value |
||
Optional |
Expand trust region if trust region ratio is above this value |
||
Optional |
Amount by which step length is rescaled |
||
Optional |
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
.