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


The merit function by Vanderbei and Shanno

Specification

Alias: none

Argument(s): none

Description

The "van_shanno" merit function can be classified as a penalty function for the logarithmic barrier formulation of the nonlinear programming problem. The cost per linesearch iteration is one function evaluation. For more information see[83].

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