A note on solving nonlinear optimization problems in variable precision

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Abstract

This short note considers an efficient variant of the trust-region algorithm with dynamic accuracy proposed by Carter (SIAM J Sci Stat Comput 14(2):368–388, 1993) and by Conn et al. (Trust-region methods. MPS-SIAM series on optimization, SIAM, Philadelphia, 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
Pages (from-to)917-933
Number of pages17
JournalComputational Optimization and Applications
Volume76
Issue number3
DOIs
Publication statusPublished - 1 Jul 2020

Keywords

  • High-performance computing
  • Inexact evaluations
  • Multi-precision arithmetic
  • Nonlinear optimization

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