Please join the Joint Center for Satellite Data Assimilation (JCSDA) on Tuesday, July 23 at 11:00 AM in UCAR’s FL4-3101 for a seminar by Professor Serge Gratton from the Institut de Recherche en Informatique de Toulouse (IRIT) in France.
Click here for a recording of the presentation.
Click here to access the presentation slides.
Inexact computations in quadratic optimization and beyond.
The work presented here is motivated by the fact that one of the crucial aspect in designing algorithms for nowadays computer architectures is controlling the energy dissipation. Since the dissipation approximately proportional to chip surface and that chip surface itself approximately proportional to the
square of the number of binary digits involved in the calculation, it appears to be important to perform computations with a few digits as possible.
We are therefore concerned in this talk by optimization algorithms that can exploit computations of function and gradient values with controlled accuracy, that also enjoy satisfactory convergence properties and complexity bounds. We will mainly consider the case of convex quadratic optimization
problems where we show how to exploit inaccurate matrix-vector products while maintaining a given accuracy threshold for the solution. Numerical experiments suggest that the new methods have
significant potential, including in the increasingly more important context of multi-precision computations. We will outline our strategy for consider general nonconvex.