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A note on solving nonlinear optimization problems in variable precision

Author

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  • S. Gratton

    (Université de Toulouse)

  • Ph. L. Toint

    (University of Namur)

Abstract

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.

Suggested Citation

  • S. Gratton & Ph. L. Toint, 2020. "A note on solving nonlinear optimization problems in variable precision," Computational Optimization and Applications, Springer, vol. 76(3), pages 917-933, July.
    • Handle: RePEc:spr:coopap:v:76:y:2020:i:3:d:10.1007_s10589-020-00190-2
    DOI: 10.1007/s10589-020-00190-2
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    References listed on IDEAS

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    1. Nicholas Gould & Dominique Orban & Philippe Toint, 2015. "CUTEst: a Constrained and Unconstrained Testing Environment with safe threads for mathematical optimization," Computational Optimization and Applications, Springer, vol. 60(3), pages 545-557, April.
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    Cited by:

    1. Ernesto G. Birgin, 2020. "Preface of the special issue dedicated to the XII Brazilian workshop on continuous optimization," Computational Optimization and Applications, Springer, vol. 76(3), pages 615-619, July.
    2. Xinghua Tao & Nan Mo & Jianbo Qin & Xiaozhe Yang & Linfei Yin & Likun Hu, 2023. "Parallel Multi-Layer Monte Carlo Optimization Algorithm for Doubly Fed Induction Generator Controller Parameters Optimization," Energies, MDPI, vol. 16(19), pages 1-20, October.
    3. Stefania Bellavia & Gianmarco Gurioli & Benedetta Morini & Philippe Louis Toint, 2023. "The Impact of Noise on Evaluation Complexity: The Deterministic Trust-Region Case," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 700-729, February.

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