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Convergence Tolerance
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Specify the relative tolerance for convergence. The solver will stop when the overall cost has converged to this tolerance.
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Maximum Iterations
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Specify the maximum number of steps (iterations) to perform. The solver will stop after this number of steps, even if the overall cost has not converged.
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Specify the amount to vary the factor values for each step (iteration). During each step SDI will generate values around the current factor value within this amount of the factor value range. Be sure that the maximum iterations times the step ratio is about one, or more; otherwise, SDI may not be able to use the full range of factor values.
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Specify the number of runs in each step. SDI will generate this number of overall cost evaluations for each step.
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Differencing Perturbation
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Specify the relative amount to perturb variables during differencing. OptDes uses finite differencing to compute partial derivatives of the overall cost with respect to the factor values. OptDes uses this value to compute the perturbed factor values.
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Differencing Method
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• Central - Perturb above and below the nominal value and use the average slope as the derivative.
• Forward - Perturb above the nominal value only, and use the slope as the derivative.
Note: Central is slower than Forward, since it requires two additional evaluations of the overall cost instead of one, but it may be more accurate.
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