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A note on solving nonlinear optimization problems in variable precision

arXiv 1812.03467 ↗First posted 9 Dec 2018math.NA cs.LG cs.MScited by 2

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Abstract (arXiv)

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.

Key facts. Cited by 2 papers in the map (data through 7 Oct 2026). First posted on arXiv 9 Dec 2018.

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2 papers.