A note on solving nonlinear optimization problems in variable precision

December 09, 2018 ยท Declared Dead ยท ๐Ÿ› Computational optimization and applications

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Authors S. Gratton, Ph. L. Toint arXiv ID 1812.03467 Category math.NA: Numerical Analysis Cross-listed cs.LG, cs.MS, math.OC Citations 16 Venue Computational optimization and applications Last Checked 1 month ago
Abstract
This short note considers an efficient variant of the trust-region algorithm with dynamic accuracy proposed Carter (1993) and Conn, Gould and Toint (2000) as a tool for very high-performance computing, an area where it is critical to allow multi-precision computations for keeping the energy dissipation under control. Numerical experiments are presented indicating that the use of the considered method can bring substantial savings in objective function's and gradient's evaluation "energy costs" by efficiently exploiting multi-precision computations.
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