A note on solving nonlinear optimization problems in variable precision
Autor: | Ph. L. Toint, Serge Gratton |
---|---|
Přispěvatelé: | Algorithmes Parallèles et Optimisation (IRIT-APO), Institut de recherche en informatique de Toulouse (IRIT), Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse - Jean Jaurès (UT2J)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Institut National Polytechnique (Toulouse) (Toulouse INP), Université Fédérale Toulouse Midi-Pyrénées-Université Toulouse 1 Capitole (UT1), Université Fédérale Toulouse Midi-Pyrénées, Institut National Polytechnique (Toulouse) (Toulouse INP), Namur Center for Complex Systems [Namur] (NaXys), Université de Namur [Namur] (UNamur), ANR-19-P3IA-0004,ANITI,Artificial and Natural Intelligence Toulouse Institute(2019) |
Jazyk: | angličtina |
Rok vydání: | 2020 |
Předmět: |
FOS: Computer and information sciences
Computer Science - Machine Learning Control and Optimization G.1.6 Computation B.2.4 B.2.3 0211 other engineering and technologies 010103 numerical & computational mathematics 02 engineering and technology 01 natural sciences Nonlinear programming Machine Learning (cs.LG) Inexact evaluations FOS: Mathematics Applied mathematics F.2.1 I.2.5 0101 mathematics Mathematics - Optimization and Control High-performance computing Mathematics Variable precision 021103 operations research Series (mathematics) Applied Mathematics Computer Science - Numerical Analysis 90C26 90C30 65K05 Numerical Analysis (math.NA) Dissipation Supercomputer Multi-precision arithmetic Computational Mathematics Optimization and Control (math.OC) Nonlinear optimization Computer Science - Mathematical Software Mathematical Software (cs.MS) Energy (signal processing) [MATH.MATH-NA]Mathematics [math]/Numerical Analysis [math.NA] |
Zdroj: | Computational Optimization and Applications Computational Optimization and Applications, Springer Verlag, 2020, pp.1-15 Gratton, S & Toint, P L 2020, ' A note on solving nonlinear optimization problems in variable precision ', Computational Optimization and Applications, vol. 76, no. 3, pp. 917-933 . https://doi.org/10.1007/s10589-020-00190-2 |
ISSN: | 0926-6003 1573-2894 |
Popis: | 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. Comment: 11 pages, 2 figures |
Databáze: | OpenAIRE |
Externí odkaz: | |
Nepřihlášeným uživatelům se plný text nezobrazuje | K zobrazení výsledku je třeba se přihlásit. |