A note on solving nonlinear optimization problems in variable precision
This is an incremental improvement for energy-efficient computing in optimization.
The paper tackles the problem of energy consumption in high-performance computing by adapting a trust-region algorithm for variable precision, resulting in substantial savings in energy costs for objective function and gradient evaluations.
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.