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


The merit function by Tapia and Argaez

Specification

Alias: none

Argument(s): none

Description

The "argaez_tapia" merit function can be classified as a modified augmented Lagrangian function. The augmented Lagrangian is modified by adding to its penalty term a potential reduction function to handle the perturbed complementarity condition. The cost per linesearch iteration is one function evaluation. For more information, see [80].

If the function evaluation is expensive or noisy, set the merit_function to "argaez_tapia" or "van_shanno".