ignore_bounds
Do not respect bounds when computing gradients or Hessians
Specification
Alias: None
Arguments: None
Default: bounds respected
Description
When Dakota computes gradients or Hessians by finite differences and the variables in question have bounds, it by default chooses finite-differencing steps that keep the variables within their specified bounds. Older versions of Dakota generally ignored bounds when computing finite differences. To restore the older behavior, one can add keyword <tt>ignore_bounds</tt> to the <tt>response</tt> specification when <tt>method_source dakota</tt> (or just <tt>dakota</tt>) is also specified.
In forward difference or backward difference computations, honoring bounds is straightforward.
To honor bounds when approximating \(\partial f / \partial x_i\) , i.e., component \(i\) of the gradient of \(f\) , by central differences, Dakota chooses two steps \(h_1\) and \(h_2\) with \(h_1 \ne h_2\) , such that \(x + h_1 e_i\) and \(x + h_2 e_i\) both satisfy the bounds, and then computes
with \(f_0 = f(x)\) , \(f_1 = f(x + h_1 e_i)\) , and \(f_2 = f(x + h_2 e_i)\) .
