Work

A note on solving nonlinear optimization problems in variable precision

Year: 2018
Type: preprint
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.
Language: English
Open Access status: green
OpenAlex ID: W2905015463
Cites: 31
Cited by: 3
Related to: 10