Результаты поиска по 'Newton method':
Найдено статей: 22
  1. Gasnikov A.V., Kovalev D.A.
    A hypothesis about the rate of global convergence for optimal methods (Newton’s type) in smooth convex optimization
    Computer Research and Modeling, 2018, v. 10, no. 3, pp. 305-314

    In this paper we discuss lower bounds for convergence of convex optimization methods of high order and attainability of this bounds. We formulate a hypothesis that covers all the cases. It is noticeable that we provide this statement without a proof. Newton method is the most famous method that uses gradient and Hessian of optimized function. However, it converges locally even for strongly convex functions. Global convergence can be achieved with cubic regularization of Newton method [Nesterov, Polyak, 2006], whose iteration cost is comparable with iteration cost of Newton method and is equivalent to inversion of Hessian of optimized function. Yu.Nesterov proposed accelerated variant of Newton method with cubic regularization in 2008 [Nesterov, 2008]. R.Monteiro and B. Svaiter managed to improve global convergence of cubic regularized method in 2013 [Monteiro, Svaiter, 2013]. Y.Arjevani, O. Shamir and R. Shiff showed that convergence bound of Monteiro and Svaiter is optimal (cannot be improved by more than logarithmic factor with any second order method) in 2017 [Arjevani et al., 2017]. They also managed to find bounds for convex optimization methods of p-th order for $p ≥ 2$. However, they got bounds only for first and second order methods for strongly convex functions. In 2018 Yu.Nesterov proposed third order convex optimization methods with rate of convergence that is close to this lower bounds and with similar to Newton method cost of iteration [Nesterov, 2018]. Consequently, it was showed that high order methods can be practical. In this paper we formulate lower bounds for p-th order methods for $p ≥ 3$ for strongly convex unconstrained optimization problems. This paper can be viewed as a little survey of state of the art of high order optimization methods.

    Views (last year): 21. Citations: 1 (RSCI).
  2. Plokhotnikov K.E.
    On the stability of the gravitational system of many bodies
    Computer Research and Modeling, 2021, v. 13, no. 3, pp. 487-511

    In this paper, a gravitational system is understood as a set of point bodies that interact according to Newton's law of attraction and have a negative value of the total energy. The question of the stability (nonstability) of a gravitational system of general position is discussed by direct computational experiment. A gravitational system of general position is a system in which the masses, initial positions, and velocities of bodies are chosen randomly from given ranges. A new method for the numerical solution of ordinary differential equations at large time intervals has been developed for the computational experiment. The proposed method allowed, on the one hand, to ensure the fulfillment of all conservation laws by a suitable correction of solutions, on the other hand, to use standard methods for the numerical solution of systems of differential equations of low approximation order. Within the framework of this method, the trajectory of a gravitational system in phase space is assembled from parts, the duration of each of which can be macroscopic. The constructed trajectory, generally speaking, is discontinuous, and the points of joining of individual pieces of the trajectory act as branch points. In connection with the latter circumstance, the proposed method, in part, can be attributed to the class of Monte Carlo methods. The general conclusion of a series of computational experiments has shown that gravitational systems of general position with a number of bodies of 3 or more, generally speaking, are unstable. In the framework of the proposed method, special cases of zero-equal angular momentum of a gravitational system with a number of bodies of 3 or more, as well as the problem of motion of two bodies, are specially considered. The case of numerical modeling of the dynamics of the solar system in time is considered separately. From the standpoint of computational experiments based on analytical methods, as well as direct numerical methods of high-order approximation (10 and higher), the stability of the solar system was previously demonstrated at an interval of five billion years or more. Due to the limitations on the available computational resources, the stability of the dynamics of the planets of the solar system within the framework of the proposed method was confirmed for a period of ten million years. With the help of a computational experiment, one of the possible scenarios for the disintegration of the solar systems is also considered.

  3. Grigorieva A.V., Maksimenko M.V.
    Method for processing acoustic emission testing data to define signal velocity and location
    Computer Research and Modeling, 2022, v. 14, no. 5, pp. 1029-1040

    Non-destructive acoustic emission testing is an effective and cost-efficient way to examine pressure vessels for hidden defects (cracks, laminations etc.), as well as the only method that is sensitive to developing defects. The sound velocity in the test object and its adequate definition in the location scheme are of paramount importance for the accurate detection of the acoustic emission source. The acoustic emission data processing method proposed herein comprises a set of numerical methods and allows defining the source coordinates and the most probable velocity for each signal. The method includes pre-filtering of data by amplitude, by time differences, elimination of electromagnetic interference. Further, a set of numerical methods is applied to them to solve the system of nonlinear equations, in particular, the Newton – Kantorovich method and the general iterative process. The velocity of a signal from one source is assumed as a constant in all directions. As the initial approximation is taken the center of gravity of the triangle formed by the first three sensors that registered the signal. The method developed has an important practical application, and the paper provides an example of its approbation in the calibration of an acoustic emission system at a production facility (hydrocarbon gas purification absorber). Criteria for prefiltering of data are described. The obtained locations are in good agreement with the signal generation sources, and the velocities even reflect the Rayleigh-Lamb division of acoustic waves due to the different signal source distances from the sensors. The article contains the dependency graph of the average signal velocity against the distance from its source to the nearest sensor. The main advantage of the method developed is its ability to detect the location of different velocity signals within a single test. This allows to increase the degree of freedom in the calculations, and thereby increase their accuracy.

  4. Dunyushkin D.Y.
    Test-signals forming method for correlation identification of nonlinear systems
    Computer Research and Modeling, 2012, v. 4, no. 4, pp. 721-733

    Тhe new test-signals forming method for correlation identification of a nonlinear system based on Lee–Shetzen cross-correlation approach is developed and tested. Numerical Gauss–Newton algorithm is applied to correct autocorrelation functions of test signals. The achieved test-signals have length less than 40 000 points and allow to measure the 2nd order Wiener kernels with a linear resolution up to 32 points, the 3rd order Wiener kernels with a linear resolution up to 12 points and the 4th order Wiener kernels with a linear resolution up to 8 points.

    Views (last year): 1. Citations: 3 (RSCI).
  5. Sviridenko A.B., Zelenkov G.A.
    Correlation and realization of quasi-Newton methods of absolute optimization
    Computer Research and Modeling, 2016, v. 8, no. 1, pp. 55-78

    Newton and quasi-Newton methods of absolute optimization based on Cholesky factorization with adaptive step and finite difference approximation of the first and the second derivatives. In order to raise effectiveness of the quasi-Newton methods a modified version of Cholesky decomposition of quasi-Newton matrix is suggested. It solves the problem of step scaling while descending, allows approximation by non-quadratic functions, and integration with confidential neighborhood method. An approach to raise Newton methods effectiveness with finite difference approximation of the first and second derivatives is offered. The results of numerical research of algorithm effectiveness are shown.

    Views (last year): 7. Citations: 5 (RSCI).
  6. Yudin N.E.
    Modified Gauss–Newton method for solving a smooth system of nonlinear equations
    Computer Research and Modeling, 2021, v. 13, no. 4, pp. 697-723

    In this paper, we introduce a new version of Gauss–Newton method for solving a system of nonlinear equations based on ideas of the residual upper bound for a system of nonlinear equations and a quadratic regularization term. The introduced Gauss–Newton method in practice virtually forms the whole parameterized family of the methods solving systems of nonlinear equations and regression problems. The developed family of Gauss–Newton methods completely consists of iterative methods with generalization for cases of non-euclidean normed spaces, including special forms of Levenberg–Marquardt algorithms. The developed methods use the local model based on a parameterized proximal mapping allowing us to use an inexact oracle of «black–box» form with restrictions for the computational precision and computational complexity. We perform an efficiency analysis including global and local convergence for the developed family of methods with an arbitrary oracle in terms of iteration complexity, precision and complexity of both local model and oracle, problem dimensionality. We present global sublinear convergence rates for methods of the proposed family for solving a system of nonlinear equations, consisting of Lipschitz smooth functions. We prove local superlinear convergence under extra natural non-degeneracy assumptions for system of nonlinear functions. We prove both local and global linear convergence for a system of nonlinear equations under Polyak–Lojasiewicz condition for proposed Gauss– Newton methods. Besides theoretical justifications of methods we also consider practical implementation issues. In particular, for conducted experiments we present effective computational schemes for the exact oracle regarding to the dimensionality of a problem. The proposed family of methods unites several existing and frequent in practice Gauss–Newton method modifications, allowing us to construct a flexible and convenient method implementable using standard convex optimization and computational linear algebra techniques.

  7. Rusyak I.G., Tenenev V.A., Sufiyanov V.G., Klyukin D.A.
    Simulation of uneven combustion and stress-strain state of powder elements of a tubular charge during firing
    Computer Research and Modeling, 2022, v. 14, no. 6, pp. 1281-1300

    The paper presents the physical and mathematical formulation of the problems of internal ballistics of an artillery shot for a charge consisting of a set of powder tubes and their stress-strain state. Combustion and movement of a bundle of powder tubes along the barrel channel is modeled by an equivalent tubular charge of all-round combustion. It is assumed that the equivalent tube moves along the axis of the bore. The speed of movement of an equivalent tubular charge and its current position are determined from Newton’s second law. When calculating the flow parameters, two-dimensional axisymmetric equations of gas dynamics were used, for the solution of which an axisymmetric orthogonalized difference grid is constructed, which adapts to the flow conditions. The control volume method is used to numerically solve the system of gas-dynamic equations. The gas parameters at the boundaries of the control volumes are determined using a self-similar solution to the Godunov’s problem of the decay of an arbitrary discontinuity. The stress-strain state is modeled for a separate burning powder tube located in the field of gas-dynamic parameters. The calculation of the gas-dynamic parameters of the shot is carried out without taking into account the deformed state of the powder elements. The behavior of powder elements during firing is considered under these conditions. The finite element method with the division of the calculation area into triangular elements is used to solve the problem of elasticity. In the process of powder tube burnout, the computational grid on each time layer of the dynamic problem is completely updated due to a change in the boundaries of the powder element due to combustion. The paper shows the time dependences of the parameters of the internal ballistics process and the stress-strain state of powder elements, as well as the distribution of the main parameters of the flow of combustion products at different points in time. It has been established that the tubular powder elements during the shot experience significant deformations, which must be taken into account when solving the basic problem of internal ballistics. The data obtained give an idea of the level of equivalent stresses acting at various points of the powder element. The results obtained indicate the relevance of the conjugate formulation of the problem of gas dynamics and the stress-strain state for charges consisting of tubular powders, since this allows a new approach to the design of tubular charges and opens up the possibility of determining the parameters on which the physics of the combustion process of gunpowder significantly depends, therefore, and the dynamics of the shot process.

  8. Batgerel B., Zemlyanay E.V., Puzynin I.V.
    NINE: computer code for numerical solution of the boundary problems for nonlinear differential equations on the basis of CANM
    Computer Research and Modeling, 2012, v. 4, no. 2, pp. 315-324

    The computer code NINE (Newtonian Iteration for Nonlinear Equation) for numerical solution of the boundary problems for nonlinear differential equations on the basis of continuous analogue of the Newton method (CANM) is presented. Numerov’s finite-difference appproximation is applied to provide the fourth accuracy order with respect to the discretization stepsize. Algorithms of calculating the Newtonian iterative parameter are discussed. A convergence of iteration process in dependence on choice of the iteration parameter has been studied. Results of numerical investigation of the particle-like solutions of the scalar field equation are given.

    Views (last year): 1. Citations: 1 (RSCI).
  9. Anh N.D., Hai P.H., Hanh N.T., Vinh N.Q.
    The dynamic model of a high-rise firefighting drone
    Computer Research and Modeling, 2022, v. 14, no. 1, pp. 115-126

    The utilization of unmanned aerial vehicles (UAVs) in high-rise firefighting operations is the right solution for reaching the fire scene on high floors quickly and effectively. The article proposes a quadrotor-type firefighting UAV model carrying a launcher to launch a missile containing fire extinguishing powders into a fire. The kinematic model describing the flight kinematics of this UAV model is built based on the Newton – Euler method when the device is in normal motion and at the time of launching a firefighting missile. The results from the simulation testing the validity of the kinematic model and the simulation of the motion of the UAV show that the variation of Euler angles, flight angles, and aerodynamic angles during a flight are within an acceptable range and overload guarantee in flight. The UAV flew to the correct position to launch the required fire-extinguishing ammunition. The results of the research are the basis for building a control system of high-rise firefighting drones in Vietnam.

  10. Rusyak I.G., Tenenev V.A.
    On the issue of numerical modeling of internal ballistics for a tubular charge in a spatial setting
    Computer Research and Modeling, 2021, v. 13, no. 5, pp. 993-1010

    There are conditions of uneven combustion for tubular powder elements of large elongation used in artillery propelling charges. Here it is necessary to consider in parallel the processes of combustion and movement of powder gases inside and outside the channels of the powder tubes. Without this, it is impossible to adequately formulate and solve the problems of ignition, erosive combustion and stress-strain state of tubular powder elements in the shot process. The paper presents a physical and mathematical formulation of the main problem of the internal ballistics of an artillery shot for a charge consisting of a set of powder tubes. Combustion and movement of a bundle of powder tubes along the barrel channel is modeled by an equivalent tubular charge of all-round combustion. The end and cross-sectional areas of the channel of such a charge (equivalent tube) are equal to the sum of the areas of the ends and cross-sections of the channels of the powder tubes, respectively. The combustion surface of the channel is equal to the sum of the inner surfaces of the tubes in the bundle. The outer combustion surface of the equivalent tube is equal to the sum of the outer surfaces of the tubes in the bundle. It is assumed that the equivalent tube moves along the axis of the bore. The speed of motion of an equivalent tubular charge and its current position are determined from Newton’s second law. To calculate the flow parameters, we used two-dimensional axisymmetric equations of gas dynamics, for the solution of which an axisymmetric orthogonalized difference mesh is constructed, which adapts to the flow conditions. When the tube moves and burns, the difference grid is rearranged taking into account the changing regions of integration. The control volume method is used for the numerical solution of the system of gas-dynamic equations. The gas parameters at the boundaries of the control volumes are determined using a self-similar solution to the Godunov problem of decay for an arbitrary discontinuity. The developed technique was used to calculate the internal ballistics parameters of an artillery shot. This approach is considered for the first time and allows a new approach to the design of tubular artillery charges, since it allows obtaining the necessary information in the form of fields of velocity and pressure of powder gases for calculating the process of gradual ignition, unsteady erosive combustion, stress-strain state and strength of powder elements during the shot. The time dependences of the parameters of the internal ballistics process and the distribution of the main parameters of the flow of combustion products at different times are presented.

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