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


Use trust region search method

Specification

Alias: none

Argument(s): none

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional initial_size Trust region initial size (relative to bounds)
Optional minimum_size Trust region minimum size
Optional contract_threshold Shrink trust region if trust region ratio is below this value
Optional expand_threshold Expand trust region if trust region ratio is above this value
Optional contraction_factor Amount by which step length is rescaled
Optional expansion_factor Trust region expansion factor

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 surrogate_based_local iteration. The command expand_threshold determines the trust region value above which the trust region will expand for the next surrogate_based_local iteration.