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arXiv 1812.03467math.NAcs.LGcs.MScs.NAmath.OC
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关于在变量精度下求解非线性优化问题的注记

A note on solving nonlinear optimization problems in variable precision

NAXYS, University of Namur(NAXYS,纳慕尔大学)

S. Gratton, Ph. L. Toint

AI总结:

本文提出一种高效的信赖域算法变体,用于高性能计算,通过多精度计算有效降低目标函数和梯度评估的能耗。

摘要:

本文简要考虑了Carter (1993)和Conn, Gould和Toint (2000)提出的动态精度信赖域算法变体,作为非常高性能计算领域的一个工具,该领域中允许多精度计算对于控制能量耗散至关重要。所呈现的数值实验表明,使用该方法可以显著降低目标函数和梯度评估的'能耗',通过高效利用多精度计算。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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