Description
Iterative algorithms for the solution of convex quadratic optimization problems are investigated, which exploit inaccurate matrix-vector products. Theoretical bounds on the performance of a Conjugate Gradients method are derived, the necessary quantities occurring in the theoretical bounds estimated and a new practical algorithm derived. Numerical experiments suggest that the new method has significant potential, including in the steadily more important context of multi-precision computations.| Period | 28 Nov 2019 |
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| Held at | University of Oxford, United Kingdom |
| Degree of Recognition | Regional |
Keywords
- linear algebra
- optimization
- inexact computations
Documents & Links
Related content
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Research output
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A note on solving nonlinear optimization problems in variable precision
Research output: Contribution to journal › Article › peer-review
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Exploiting variable precision in GMRES
Research output: Working paper
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Minimizing convex quadratics with variable precision Krylov methods
Research output: Contribution to journal › Article › peer-review
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Activities
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ENSEEIHT-IRIT
Activity: Visiting an external institution types › Visiting an external academic institution