JuliaSmoothOptimizers / JuliaSmoothOptimizers/MultiPrecisionR2
Distinct Incumbent and Evaluations FP formats
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enhancement
- Dominant language
- Julia
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Description
Implements distinction between FP formats used for incumbent representation/storage and FP formats used for objective/gradient evaluation. This would allows to enforce the solver to return low precision FP incumbent (e.g. FLoat16) for light storage while the objective/gradient can be evaluated with higher precision FP format to ensure convergence (e.g. Float32, Float64).
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