English

A note on solving nonlinear optimization problems in variable precision

Numerical Analysis 2019-04-16 v3 Machine Learning Mathematical Software Optimization and Control

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.

Keywords

Cite

@article{arxiv.1812.03467,
  title  = {A note on solving nonlinear optimization problems in variable precision},
  author = {S. Gratton and Ph. L. Toint},
  journal= {arXiv preprint arXiv:1812.03467},
  year   = {2019}
}

Comments

11 pages, 2 figures