Seminar series
Date
Thu, 28 Nov 2019
Time
14:00 -
15:00
Location
L4
Speaker
Philippe Toint
Organisation
University of Namur
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 method are derived, the necessary quantities occurring in the theoretical bounds estimated and a new practical algorithm derived. Numerical experiments suggest that the new method has significant potential, including in the steadily more important context of multi-precision computations.