Article ID: | iaor20133983 |
Volume: | 56 |
Issue: | 1 |
Start Page Number: | 39 |
End Page Number: | 61 |
Publication Date: | Sep 2013 |
Journal: | Computational Optimization and Applications |
Authors: | Lewis Robert, Nash Stephen |
Keywords: | multi-level programming, gradient search |
Many optimization algorithms require gradients of the model functions, but computing accurate gradients can be computationally expensive. We study the implications of using inexact gradients in the context of the multilevel optimization algorithm