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


Surrogate-Based Local iterate acceptance logic

Specification

Alias: none

Argument(s): none

Description

Following calculation of the merit function for the new iterate, the iterate is accepted or rejected and the trust region size is adjusted for the next SBL iteration. Iterate acceptance is governed either by a trust region ratio (tr_ratio) formed from the merit function values or by a filter method (filter); however, trust region resizing logic is currently based only on the trust region ratio. For infeasible iterates, constraint relaxation can be used for balancing constraint satisfaction and progress made toward an optimum. The command constraint_relax followed by a method name specifies the type of relaxation to be used. Currently, homotopy[68] is the only available method for constraint relaxation, and this method is dependent on the presence of the NPSOL library within the Dakota executable.