A note on solving nonlinear optimization problems in variable precision

Serge Gratton, Philippe Toint

Research output: Working paper

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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.
Original languageEnglish
PublisherArxiv
Number of pages11
Volume1812.03467
Publication statusPublished - 11 Dec 2018

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Keywords

  • Nonlinear optimization
  • inexact evaluations
  • multi-precision arithmetic
  • high-performance computing

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