Minimizing convex quadratic with variable precision Krylov methods

07/17/2018

∙

by   S. Gratton, et al.

∙

0

∙

share

Iterative algorithms for the solution of convex quadratic optimization problems are investigated, which exploit inaccurate matrix-vector products. Theoretical bounds on the performance of a Conjugate Gradients and a Full-Orthormalization methods are derived, the necessary quantities occurring in the theoretical bounds estimated and new practical algorithms derived. Numerical experiments suggest that the new methods have significant potential, including in the steadily more important context of multi-precision computations.