Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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Reasonable initial changes to optimization variables


Alias: none

Argument(s): REAL

Default: 1.0 (COBYLA), 0.1*range (PS, SW)


initial_delta for COBYLA should be set to be a value that is reasonable for initial changes to the optimization variables. It represents a distance from the initial simplex within which linear approximation subproblems can be trusted to be sufficiently representative of the true problem. It is analagous to the initial trust-region size used in trust-region methods.

Default Behavior

The default value is 1.0.