Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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convergence_tolerance


Stopping criterion based on convergence of the objective function or statistics

Topics

This keyword is related to the topics:

Specification

Alias: none

Argument(s): REAL

Default: 1.e-4

Description

The convergence_tolerance specification provides a real value for controlling the termination of iteration.

For optimization, it is most commonly a relative convergence tolerance for the objective function; i.e., if the change in the objective function between successive iterations divided by the previous objective function is less than the amount specified by convergence_tolerance, then this convergence criterion is satisfied on the current iteration.

Therefore, permissible values are between 0 and 1, non-inclusive.

Behavior Varies by Package/Library

This control is used with most optimization and least squares iterators (DOT, CONMIN, NPSOL, NLSSOL, OPT++, and SCOLIB). Most other Dakota methods (such as DACE or parameter studies) do not use this control, but some adaptive methods, such as adaptive UQ, do.

Since no progress may be made on one iteration followed by significant progress on a subsequent iteration, some libraries require that the convergence tolerance be satisfied on two or more consecutive iterations prior to termination of iteration.

Notes on each library:

  • DOT: must be satisfied for two consecutive iterations
  • NPSOL: defines an internal optimality tolerance which is used in evaluating if an iterate satisfies the first-order Kuhn-Tucker conditions for a minimum. The magnitude of convergence_tolerance approximately specifies the number of significant digits of accuracy desired in the final objective function (e.g., convergence_tolerance = 1.e-6 will result in approximately six digits of accuracy in the final objective function).
  • NL2SOL: See nl2sol