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A note on solving nonlinear optimization problems in variable precision
Computational Optimization and Applications ( IF 2.2 ) Pub Date : 2020-05-07 , DOI: 10.1007/s10589-020-00190-2
S. Gratton , Ph. L. Toint

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.

中文翻译:

关于解决变精度非线性优化问题的注意事项

本简短说明考虑了Carter(SIAM J Sci Stat Comput 14(2):368–388,1993)和Conn等人提出的具有动态精度的信任区域算法的有效变体。(Trust-region方法。MPS-SIAM优化系列,SIAM,费城,2000年),它是用于非常高性能计算的工具,在这一领域中,至关重要的是允许进行多精度计算以控制能耗。数值实验表明,通过有效利用多精度计算方法,所考虑的方法的使用可以大大节省目标函数和梯度的“能源成本”。
更新日期:2020-05-07
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