A note on solving nonlinear optimization problems in variable precision

Serge Gratton(serge.grattonenseeiht.fr)
Philippe L. Toint(philippe.tointunamur.be)

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.

Keywords: nonlinear optimization, high-performance computing

Category 1: Nonlinear Optimization (Unconstrained Optimization )

Category 2: Applications -- Science and Engineering (Other )

Category 3: Nonlinear Optimization (Nonlinear Systems and Least-Squares )

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Entry Submitted: 12/09/2018
Entry Accepted: 12/09/2018
Entry Last Modified: 12/09/2018

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