Using Inexact Gradients in a Multilevel Optimization Algorithm

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 MGOpt. MGOpt recursively uses (typically cheaper) coarse models to obtain search directions for finer-level models. However, MGOpt requires the gradient on the … Read more