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 ignore_bounds
to the response specification when method_source dakota
(or just dakota) 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 \(f_2 = f(x + h_2 e_i)\) .
