A note on solving nonlinear optimization problems in variable precision

S. Gratton () and Ph. L. Toint ()
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S. Gratton: Université de Toulouse
Ph. L. Toint: University of Namur

Computational Optimization and Applications, 2020, vol. 76, issue 3, No 12, 917-933

Abstract: 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.

Keywords: Nonlinear optimization; Inexact evaluations; Multi-precision arithmetic; High-performance computing (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10589-020-00190-2

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