1Blurb::
2Initial step size for derivative-free optimizers
3
4Description::
5The \c initial_delta keyword defines the size of the first search step
6in derivative-free optimization methods, specifically \c
7asynch_pattern_search, \c coliny_cobyla, \c coliny_pattern_search, \c
8coliny_solis_wets, and \c mesh_adaptive_search.  It is applied in an
9absolute sense to all search directions.
10
11<b> Default Behavior </b>
12
13The default value is 1.0.
14
15<b> Usage Tips </b>
16
17It is recommended that \c initial_delta be the approximate distance
18from the initial point to the solution.  If this distance is unknown,
19it is advisable to err on the side of choosing an \c initial_delta
20that is too large or to not specify it.  Relative application of \c
21initial_delta is not available unless the user scales the problem
22accordingly.
23
24Topics::
25
26Examples::
27
28Three example method input blocks appear below.
29
30For \c asynch_pattern_search:
31\verbatim
32method
33  asynch_pattern_search
34    initial_delta = .5
35    contraction_factor = 0.25
36    merit_function merit1_smooth
37    smoothing_factor = 1.0
38    constraint_tolerance = 1.e-6
39\endverbatim
40
41For \c coliny_pattern_search:
42\verbatim
43method
44  coliny_pattern_search
45    initial_delta = .2
46    variable_tolerance = 1.e-4
47    max_iterations 100
48    solution_accuracy = 1.e-6
49    seed = 1234
50    max_function_evaluations = 1000
51\endverbatim
52
53For \c mesh_adaptive_search
54\verbatim
55method
56  mesh_adaptive_search
57    initial_delta = 2.0
58    seed = 1234
59\endverbatim
60
61Theory::
62Faq::
63See_Also::
64