تقرير
Minimizing convex quadratic with variable precision conjugate gradients
العنوان: | Minimizing convex quadratic with variable precision conjugate gradients |
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المؤلفون: | Gratton, S., Simon, E., Titley-Peloquin, D., Toint, Ph. L. |
سنة النشر: | 2018 |
المجموعة: | Computer Science Mathematics |
مصطلحات موضوعية: | Mathematics - Numerical Analysis, Mathematics - Optimization and Control, 90C20, 65F10, 65G99, F.2.1, G.1.3, B.2.3, B.2.4 |
الوصف: | We investigate the method of conjugate gradients, exploiting inaccurate matrix-vector products, for the solution of convex quadratic optimization problems. Theoretical performance bounds are derived, and the necessary quantities occurring in the theoretical bounds estimated, leading to a practical algorithm. Numerical experiments suggest that this approach has significant potential, including in the steadily more important context of multi-precision computations |
نوع الوثيقة: | Working Paper |
URL الوصول: | http://arxiv.org/abs/1807.07476 |
رقم الأكسشن: | edsarx.1807.07476 |
قاعدة البيانات: | arXiv |
الوصف غير متاح. |