Dakota Reference Manual  Version 6.12
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centering_parameter


Controls how closely the algorithm should follow the "central path"

Specification

Alias: none

Argument(s): REAL

Default: Merit function dependent: 0.2 (el_bakry), 0.2 (argaez_tapia), 0.1 (van_shanno)

Description

The centering_parameter specification is a parameter (between 0 and 1) that controls how closely the algorithm should follow the "central path". See[91] for the definition of central path. The larger the value, the more closely the algorithm follows the central path, which results in small steps. A value of 0 indicates that the algorithm will take a pure Newton step. Default values are .2, .2, and .1 for the el_bakry, argaez_tapia, and van_shanno merit functions, respectively.