Seminario del 2019

Ottobre
10
2019
Philippe Toint
Minimizing convex quadratics with variable precision conjugate gradients
analisi numerica
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.
organizzato da: Margherita Porcelli
nell'ambito del Progetto R.F.O. 2015-2016 del prof. Valeria Simoncini

indietro