Результаты поиска по 'direct multiplicative algorithm':
Найдено статей: 7
  1. Sviridenko A.B.
    Designing a zero on a linear manifold, a polyhedron, and a vertex of a polyhedron. Newton methods of minimization
    Computer Research and Modeling, 2019, v. 11, no. 4, pp. 563-591

    We consider the approaches to the construction of methods for solving four-dimensional programming problems for calculating directions for multiple minimizations of smooth functions on a set of a given set of linear equalities. The approach consists of two stages.

    At the first stage, the problem of quadratic programming is transformed by a numerically stable direct multiplicative algorithm into an equivalent problem of designing the origin of coordinates on a linear manifold, which defines a new mathematical formulation of the dual quadratic problem. For this, a numerically stable direct multiplicative method for solving systems of linear equations is proposed, taking into account the sparsity of matrices presented in packaged form. The advantage of this approach is to calculate the modified Cholesky factors to construct a substantially positive definite matrix of the system of equations and its solution in the framework of one procedure. And also in the possibility of minimizing the filling of the main rows of multipliers without losing the accuracy of the results, and no changes are made in the position of the next processed row of the matrix, which allows the use of static data storage formats.

    At the second stage, the necessary and sufficient optimality conditions in the form of Kuhn–Tucker determine the calculation of the direction of descent — the solution of the dual quadratic problem is reduced to solving a system of linear equations with symmetric positive definite matrix for calculating of Lagrange's coefficients multipliers and to substituting the solution into the formula for calculating the direction of descent.

    It is proved that the proposed approach to the calculation of the direction of descent by numerically stable direct multiplicative methods at one iteration requires a cubic law less computation than one iteration compared to the well-known dual method of Gill and Murray. Besides, the proposed method allows the organization of the computational process from any starting point that the user chooses as the initial approximation of the solution.

    Variants of the problem of designing the origin of coordinates on a linear manifold, a convex polyhedron and a vertex of a convex polyhedron are presented. Also the relationship and implementation of methods for solving these problems are described.

    Views (last year): 6.
  2. Sviridenko A.B.
    Direct multiplicative methods for sparse matrices. Unbalanced linear systems.
    Computer Research and Modeling, 2016, v. 8, no. 6, pp. 833-860

    Small practical value of many numerical methods for solving single-ended systems of linear equations with ill-conditioned matrices due to the fact that these methods in the practice behave quite differently than in the case of precise calculations. Historically, sustainability is not enough attention was given, unlike in numerical algebra ‘medium-sized’, and emphasis is given to solving the problems of maximal order in data capabilities of the computer, including the expense of some loss of accuracy. Therefore, the main objects of study is the most appropriate storage of information contained in the sparse matrix; maintaining the highest degree of rarefaction at all stages of the computational process. Thus, the development of efficient numerical methods for solving unstable systems refers to the actual problems of computational mathematics.

    In this paper, the approach to the construction of numerically stable direct multiplier methods for solving systems of linear equations, taking into account sparseness of matrices, presented in packaged form. The advantage of the approach consists in minimization of filling the main lines of the multipliers without compromising accuracy of the results and changes in the position of the next processed row of the matrix are made that allows you to use static data storage formats. The storage format of sparse matrices has been studied and the advantage of this format consists in possibility of parallel execution any matrix operations without unboxing, which significantly reduces the execution time and memory footprint.

    Direct multiplier methods for solving systems of linear equations are best suited for solving problems of large size on a computer — sparse matrix systems allow you to get multipliers, the main row of which is also sparse, and the operation of multiplication of a vector-row of the multiplier according to the complexity proportional to the number of nonzero elements of this multiplier.

    As a direct continuation of this work is proposed in the basis for constructing a direct multiplier algorithm of linear programming to put a modification of the direct multiplier algorithm for solving systems of linear equations based on integration of technique of linear programming for methods to select the host item. Direct multiplicative methods of linear programming are best suited for the construction of a direct multiplicative algorithm set the direction of descent Newton methods in unconstrained optimization by integrating one of the existing design techniques significantly positive definite matrix of the second derivatives.

    Views (last year): 20. Citations: 2 (RSCI).
  3. Sviridenko A.B.
    Direct multiplicative methods for sparse matrices. Linear programming
    Computer Research and Modeling, 2017, v. 9, no. 2, pp. 143-165

    Multiplicative methods for sparse matrices are best suited to reduce the complexity of operations solving systems of linear equations performed on each iteration of the simplex method. The matrix of constraints in these problems of sparsely populated nonzero elements, which allows to obtain the multipliers, the main columns which are also sparse, and the operation of multiplication of a vector by a multiplier according to the complexity proportional to the number of nonzero elements of this multiplier. In addition, the transition to the adjacent basis multiplier representation quite easily corrected. To improve the efficiency of such methods requires a decrease in occupancy multiplicative representation of the nonzero elements. However, at each iteration of the algorithm to the sequence of multipliers added another. As the complexity of multiplication grows and linearly depends on the length of the sequence. So you want to run from time to time the recalculation of inverse matrix, getting it from the unit. Overall, however, the problem is not solved. In addition, the set of multipliers is a sequence of structures, and the size of this sequence is inconvenient is large and not precisely known. Multiplicative methods do not take into account the factors of the high degree of sparseness of the original matrices and constraints of equality, require the determination of initial basic feasible solution of the problem and, consequently, do not allow to reduce the dimensionality of a linear programming problem and the regular procedure of compression — dimensionality reduction of multipliers and exceptions of the nonzero elements from all the main columns of multipliers obtained in previous iterations. Thus, the development of numerical methods for the solution of linear programming problems, which allows to overcome or substantially reduce the shortcomings of the schemes implementation of the simplex method, refers to the current problems of computational mathematics.

    In this paper, the approach to the construction of numerically stable direct multiplier methods for solving problems in linear programming, taking into account sparseness of matrices, presented in packaged form. The advantage of the approach is to reduce dimensionality and minimize filling of the main rows of multipliers without compromising accuracy of the results and changes in the position of the next processed row of the matrix are made that allows you to use static data storage formats.

    As a direct continuation of this work is the basis for constructing a direct multiplicative algorithm set the direction of descent in the Newton methods for unconstrained optimization is proposed to put a modification of the direct multiplier method, linear programming by integrating one of the existing design techniques significantly positive definite matrix of the second derivatives.

    Views (last year): 10. Citations: 2 (RSCI).
  4. Dushkin R.V.
    Review of Modern State of Quantum Technologies
    Computer Research and Modeling, 2018, v. 10, no. 2, pp. 165-179

    At present modern quantum technologies can get a new twist of development, which will certainly give an opportunity to obtain solutions for numerous problems that previously could not be solved in the framework of “traditional” paradigms and computational models. All mankind stands at the threshold of the so-called “second quantum revolution”, and its short-term and long-term consequences will affect virtually all spheres of life of a global society. Such directions and branches of science and technology as materials science, nanotechnology, pharmacology and biochemistry in general, modeling of chaotic dynamic processes (nuclear explosions, turbulent flows, weather and long-term climatic phenomena), etc. will be directly developed, as well as the solution of any problems, which reduce to the multiplication of matrices of large dimensions (in particular, the modeling of quantum systems). However, along with extraordinary opportunities, quantum technologies carry with them certain risks and threats, in particular, the scrapping of all information systems based on modern achievements in cryptography, which will entail almost complete destruction of secrecy, the global financial crisis due to the destruction of the banking sector and compromise of all communication channels. Even in spite of the fact that methods of so-called “post-quantum” cryptography are already being developed today, some risks still need to be realized, since not all long-term consequences can be calculated. At the same time, one should be prepared to all of the above, including by training specialists working in the field of quantum technologies and understanding all their aspects, new opportunities, risks and threats. In this connection, this article briefly describes the current state of quantum technologies, namely, quantum sensorics, information transfer using quantum protocols, a universal quantum computer (hardware), and quantum computations based on quantum algorithms (software). For all of the above, forecasts are given for the development of the impact on various areas of human civilization.

    Views (last year): 56.
  5. Sviridenko A.B.
    Direct multiplicative methods for sparse matrices. Newton methods
    Computer Research and Modeling, 2017, v. 9, no. 5, pp. 679-703

    We consider a numerically stable direct multiplicative algorithm of solving linear equations systems, which takes into account the sparseness of matrices presented in a packed form. The advantage of the algorithm is the ability to minimize the filling of the main rows of multipliers without losing the accuracy of the results. Moreover, changes in the position of the next processed row of the matrix are not made, what allows using static data storage formats. Linear system solving by a direct multiplicative algorithm is, like the solving with $LU$-decomposition, just another scheme of the Gaussian elimination method implementation.

    In this paper, this algorithm is the basis for solving the following problems:

    Problem 1. Setting the descent direction in Newtonian methods of unconditional optimization by integrating one of the known techniques of constructing an essentially positive definite matrix. This approach allows us to weaken or remove additional specific difficulties caused by the need to solve large equation systems with sparse matrices presented in a packed form.

    Problem 2. Construction of a new mathematical formulation of the problem of quadratic programming and a new form of specifying necessary and sufficient optimality conditions. They are quite simple and can be used to construct mathematical programming methods, for example, to find the minimum of a quadratic function on a polyhedral set of constraints, based on solving linear equations systems, which dimension is not higher than the number of variables of the objective function.

    Problem 3. Construction of a continuous analogue of the problem of minimizing a real quadratic polynomial in Boolean variables and a new form of defining necessary and sufficient conditions of optimality for the development of methods for solving them in polynomial time. As a result, the original problem is reduced to the problem of finding the minimum distance between the origin and the angular point of a convex polyhedron, which is a perturbation of the $n$-dimensional cube and is described by a system of double linear inequalities with an upper triangular matrix of coefficients with units on the main diagonal. Only two faces are subject to investigation, one of which or both contains the vertices closest to the origin. To calculate them, it is sufficient to solve $4n – 4$ linear equations systems and choose among them all the nearest equidistant vertices in polynomial time. The problem of minimizing a quadratic polynomial is $NP$-hard, since an $NP$-hard problem about a vertex covering for an arbitrary graph comes down to it. It follows therefrom that $P = NP$, which is based on the development beyond the limits of integer optimization methods.

    Views (last year): 7. Citations: 1 (RSCI).
  6. Sviridenko A.B.
    Direct multiplicative methods for sparse matrices. Quadratic programming
    Computer Research and Modeling, 2018, v. 10, no. 4, pp. 407-420

    A numerically stable direct multiplicative method for solving systems of linear equations that takes into account the sparseness of matrices presented in a packed form is considered. The advantage of the method is the calculation of the Cholesky factors for a positive definite matrix of the system of equations and its solution within the framework of one procedure. And also in the possibility of minimizing the filling of the main rows of multipliers without losing the accuracy of the results, and no changes are made to the position of the next processed row of the matrix, which allows using static data storage formats. The solution of the system of linear equations by a direct multiplicative algorithm is, like the solution with LU-decomposition, just another scheme for implementing the Gaussian elimination method.

    The calculation of the Cholesky factors for a positive definite matrix of the system and its solution underlies the construction of a new mathematical formulation of the unconditional problem of quadratic programming and a new form of specifying necessary and sufficient conditions for optimality that are quite simple and are used in this paper to construct a new mathematical formulation for the problem of quadratic programming on a polyhedral set of constraints, which is the problem of finding the minimum distance between the origin ordinate and polyhedral boundary by means of a set of constraints and linear algebra dimensional geometry.

    To determine the distance, it is proposed to apply the known exact method based on solving systems of linear equations whose dimension is not higher than the number of variables of the objective function. The distances are determined by the construction of perpendiculars to the faces of a polyhedron of different dimensions. To reduce the number of faces examined, the proposed method involves a special order of sorting the faces. Only the faces containing the vertex closest to the point of the unconditional extremum and visible from this point are subject to investigation. In the case of the presence of several nearest equidistant vertices, we investigate a face containing all these vertices and faces of smaller dimension that have at least two common nearest vertices with the first face.

    Views (last year): 32.
  7. Andruschenko V.A., Stupitsky E.L.
    Numerical studies of the structure of perturbed regions formed by powerful explosions at various heights. A review
    Computer Research and Modeling, 2020, v. 12, no. 1, pp. 97-140

    The review is based on some of the authors ’early works of particular scientific, methodological and practical interest and the greatest attention is paid to recent works, where quite detailed numerical studies of not only single, but also double and multiple explosions in a wide range of heights and environmental conditions have been performed . Since the shock wave of a powerful explosion is one of the main damaging factors in the lower atmosphere, the review focuses on both the physical analysis of their propagation and their interaction. Using the three-dimensional algorithms developed by the authors, the effects of interference and diffraction of several shock waves, which are interesting from a physical point of view, in the absence and presence of an underlying surface of various structures are considered. Quantitative characteristics are determined in the region of their maximum values, which is of known practical interest. For explosions in a dense atmosphere, some new analytical solutions based on the small perturbation method have been found that are convenient for approximate calculations. For a number of conditions, the possibility of using the self-similar properties of equations of the first and second kind to solve problems on the development of an explosion has been shown.

    Based on numerical analysis, a fundamental change in the structure of the development of the perturbed region with a change in the height of the explosion in the range of 100–120 km is shown. At altitudes of more than 120 km, the geomagnetic field begins to influence the development of the explosion; therefore, even for a single explosion, the picture of the plasma flow after a few seconds becomes substantially three-dimensional. For the calculation of explosions at altitudes of 120–1000 km under the guidance of academician A. Kholodov. A special three-dimensional numerical algorithm based on the MHD approximation was developed. Numerous calculations were performed and for the first time a quite detailed picture of the three-dimensional flow of the explosion plasma was obtained with the formation of an upward jet in 5–10 s directed in the meridional plane approximately along the geomagnetic field. After some modification, this algorithm was used to calculate double explosions in the ionosphere, spaced a certain distance. The interaction between them was carried out both by plasma flows and through a geomagnetic field. Some results are given in this review and are described in detail in the original articles.

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