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
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