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Dakota Reference Manual
Version 6.16
Explore and Predict with Confidence
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Step length-based stopping criteria for derivative-free optimizers
Alias: none
Argument(s): REAL
Default: 0.01
The variable_tolerance keyword defines the minimum step length allowed by the optimizer and is used to determine convergence. It is applicable to asynch_pattern_search, coliny_cobyla, coliny_pattern_search, coliny_solis_wets, and mesh_adaptive_search.
Default Behavior
The default value varies according to method as follows:
asynch_pattern_search: 1.0e-2 coliny_cobyla: 1.0e-4 coliny_pattern_search: 1.0e-5 coliny_solis_wets: 1.0e-6 mesh_adaptive_search: 1.0e-6Usage Tips
It is recommended that variable_tolerance be set to a value for which changes of that scale in parameter values cause negligible changes in the objective function.
Three example method input blocks appear below.
For asynch_pattern_search:
method
asynch_pattern_search
contraction_factor = 0.25
variable_tolerance = 1.e-4
solution_target = 1.e-6
max_function_evaluations 500
constraint_tolerance 1.e-6
For coliny_pattern_search:
method
coliny_pattern_search
initial_delta = .2
variable_tolerance = 1.e-4
max_iterations 100
solution_accuracy = 1.e-6
seed = 1234
max_function_evaluations = 1000
For mesh_adaptive_search
method
mesh_adaptive_search
variable_tolerance = 0.01
seed = 1234