A note on solving nonlinear optimization problems in variable precision
December 09, 2018 ยท Declared Dead ยท ๐ Computational optimization and applications
"No code URL or promise found in abstract"
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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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