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


Expand trust region if trust region ratio is above this value

Specification

Alias: none

Argument(s): REAL

Default: 0.75

Description

The trust_region optional group specification can be used to specify the initial size of the trust region (using initial_size) relative to the total variable bounds, the minimum size of the trust region (using minimum_size), the contraction factor for the trust region size (using contraction_factor) used when the surrogate model is performing poorly, and the expansion factor for the trust region size (using expansion_factor) used when the the surrogate model is performing well. Two additional commands are the trust region size contraction threshold (using contract_threshold) and the trust region size expansion threshold (using expand_threshold). These two commands are related to what is called the trust region ratio, which is the actual decrease in the truth model divided by the predicted decrease in the truth model in the current trust region. The command contract_threshold sets the minimum acceptable value for the trust region ratio, i.e., values below this threshold cause the trust region to shrink for the next SBL iteration. The command expand_threshold determines the trust region value above which the trust region will expand for the next SBL iteration.