Результаты поиска по 'function minimization':
Найдено статей: 50
  1. Tarasyuk I.A., Kravchuk A.S.
    Estimation of natural frequencies of torsional vibrations of a composite nonlinearly viscoelastic shaft
    Computer Research and Modeling, 2018, v. 10, no. 4, pp. 421-430

    The article presents a method for linearization the effective function of material instantaneous deformation in order to generalize the torsional vibration equation to the case of nonlinearly deformable rheologically active shafts. It is considered layered and structurally heterogeneous, on average isotropic shafts made of nonlinearly viscoelastic components. The technique consists in determining the approximate shear modulus by minimizing the root-mean-square deviation in approximation of the effective diagram of instantaneous deformation.

    The method allows to estimate analytically values of natural frequencies of layered and structurally heterogeneous nonlinearly viscoelastic shaft. This makes it possible to significantly reduce resources in vibration analysis, as well as to track changes in values of natural frequencies with changing geometric, physico-mechanical and structural parameters of shafts, which is especially important at the initial stages of modeling and design. In addition, the paper shows that only a pronounced nonlinearity of the effective state equation has an effect on the natural frequencies, and in some cases the nonlinearity in determining the natural frequencies can be neglected.

    As equations of state of the composite material components, the article considers the equations of nonlinear heredity with instantaneous deformation functions in the form of the Prandtl’s bilinear diagrams. To homogenize the state equations of layered shafts, it is applied the Voigt’s hypothesis on the homogeneity of deformations and the Reuss’ hypothesis on the homogeneity of stresses in the volume of a composite body. Using these assumptions, effective secant and tangential shear moduli, proportionality limits, as well as creep and relaxation kernels of longitudinal, axial and transversely layered shafts are obtained. In addition, it is obtained the indicated effective characteristics of a structurally heterogeneous, on average isotropic shaft using the homogenization method previously proposed by the authors, based on the determination of the material deformation parameters by the rule of a mixture for the Voigt’s and the Reuss’ state equations.

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  2. Sukhinov A.I., Chistyakov A.E., Protsenko E.A.
    Difference scheme for solving problems of hydrodynamics for large grid Peclet numbers
    Computer Research and Modeling, 2019, v. 11, no. 5, pp. 833-848

    The paper discusses the development and application of the accounting rectangular cell fullness method with material substance, in particular, a liquid, to increase the smoothness and accuracy of a finite-difference solution of hydrodynamic problems with a complex shape of the boundary surface. Two problems of computational hydrodynamics are considered to study the possibilities of the proposed difference schemes: the spatial-twodimensional flow of a viscous fluid between two coaxial semi-cylinders and the transfer of substances between coaxial semi-cylinders. Discretization of diffusion and convection operators was performed on the basis of the integro-interpolation method, taking into account taking into account the fullness of cells and without it. It is proposed to use a difference scheme, for solving the problem of diffusion – convection at large grid Peclet numbers, that takes into account the cell population function, and a scheme on the basis of linear combination of the Upwind and Standard Leapfrog difference schemes with weight coefficients obtained by minimizing the approximation error at small Courant numbers. As a reference, an analytical solution describing the Couette – Taylor flow is used to estimate the accuracy of the numerical solution. The relative error of calculations reaches 70% in the case of the direct use of rectangular grids (stepwise approximation of the boundaries), under the same conditions using the proposed method allows to reduce the error to 6%. It is shown that the fragmentation of a rectangular grid by 2–8 times in each of the spatial directions does not lead to the same increase in the accuracy that numerical solutions have, obtained taking into account the fullness of the cells. The proposed difference schemes on the basis of linear combination of the Upwind and Standard Leapfrog difference schemes with weighting factors of 2/3 and 1/3, respectively, obtained by minimizing the order of approximation error, for the diffusion – convection problem have a lower grid viscosity and, as a corollary, more precisely, describe the behavior of the solution in the case of large grid Peclet numbers.

  3. Stonyakin F.S., Stepanov A.N., Gasnikov A.V., Titov A.A.
    Mirror descent for constrained optimization problems with large subgradient values of functional constraints
    Computer Research and Modeling, 2020, v. 12, no. 2, pp. 301-317

    The paper is devoted to the problem of minimization of the non-smooth functional $f$ with a non-positive non-smooth Lipschitz-continuous functional constraint. We consider the formulation of the problem in the case of quasi-convex functionals. We propose new strategies of step-sizes and adaptive stopping rules in Mirror Descent for the considered class of problems. It is shown that the methods are applicable to the objective functionals of various levels of smoothness. Applying a special restart technique to the considered version of Mirror Descent there was proposed an optimal method for optimization problems with strongly convex objective functionals. Estimates of the rate of convergence for the considered methods are obtained depending on the level of smoothness of the objective functional. These estimates indicate the optimality of the considered methods from the point of view of the theory of lower oracle bounds. In particular, the optimality of our approach for Höldercontinuous quasi-convex (sub)differentiable objective functionals is proved. In addition, the case of a quasiconvex objective functional and functional constraint was considered. In this paper, we consider the problem of minimizing a non-smooth functional $f$ in the presence of a Lipschitz-continuous non-positive non-smooth functional constraint $g$, and the problem statement in the cases of quasi-convex and strongly (quasi-)convex functionals is considered separately. The paper presents numerical experiments demonstrating the advantages of using the considered methods.

  4. Gladin E.L., Zainullina K.E.
    Ellipsoid method for convex stochastic optimization in small dimension
    Computer Research and Modeling, 2021, v. 13, no. 6, pp. 1137-1147

    The article considers minimization of the expectation of convex function. Problems of this type often arise in machine learning and a variety of other applications. In practice, stochastic gradient descent (SGD) and similar procedures are usually used to solve such problems. We propose to use the ellipsoid method with mini-batching, which converges linearly and can be more efficient than SGD for a class of problems. This is verified by our experiments, which are publicly available. The algorithm does not require neither smoothness nor strong convexity of the objective to achieve linear convergence. Thus, its complexity does not depend on the conditional number of the problem. We prove that the method arrives at an approximate solution with given probability when using mini-batches of size proportional to the desired accuracy to the power −2. This enables efficient parallel execution of the algorithm, whereas possibilities for batch parallelization of SGD are rather limited. Despite fast convergence, ellipsoid method can result in a greater total number of calls to oracle than SGD, which works decently with small batches. Complexity is quadratic in dimension of the problem, hence the method is suitable for relatively small dimensionalities.

  5. Bazarova A.I., Beznosikov A.N., Gasnikov A.V.
    Linearly convergent gradient-free methods for minimization of parabolic approximation
    Computer Research and Modeling, 2022, v. 14, no. 2, pp. 239-255

    Finding the global minimum of a nonconvex function is one of the key and most difficult problems of the modern optimization. In this paper we consider special classes of nonconvex problems which have a clear and distinct global minimum.

    In the first part of the paper we consider two classes of «good» nonconvex functions, which can be bounded below and above by a parabolic function. This class of problems has not been widely studied in the literature, although it is rather interesting from an applied point of view. Moreover, for such problems first-order and higher-order methods may be completely ineffective in finding a global minimum. This is due to the fact that the function may oscillate heavily or may be very noisy. Therefore, our new methods use only zero-order information and are based on grid search. The size and fineness of this grid, and hence the guarantee of convergence speed and oracle complexity, depend on the «goodness» of the problem. In particular, we show that if the function is bounded by fairly close parabolic functions, then the complexity is independent of the dimension of the problem. We show that our new methods converge with a linear convergence rate $\log(1/\varepsilon)$ to a global minimum on the cube.

    In the second part of the paper, we consider the nonconvex optimization problem from a different angle. We assume that the target minimizing function is the sum of the convex quadratic problem and a nonconvex «noise» function proportional to the distance to the global solution. Considering functions with such noise assumptions for zero-order methods is new in the literature. For such a problem, we use the classical gradient-free approach with gradient approximation through finite differences. We show how the convergence analysis for our problems can be reduced to the standard analysis for convex optimization problems. In particular, we achieve a linear convergence rate for such problems as well.

    Experimental results confirm the efficiency and practical applicability of all the obtained methods.

  6. Pham C.T., Tran T.T., Dang H.P.
    Image noise removal method based on nonconvex total generalized variation and primal-dual algorithm
    Computer Research and Modeling, 2023, v. 15, no. 3, pp. 527-541

    In various applications, i. e., astronomical imaging, electron microscopy, and tomography, images are often damaged by Poisson noise. At the same time, the thermal motion leads to Gaussian noise. Therefore, in such applications, the image is usually corrupted by mixed Poisson – Gaussian noise.

    In this paper, we propose a novel method for recovering images corrupted by mixed Poisson – Gaussian noise. In the proposed method, we develop a total variation-based model connected with the nonconvex function and the total generalized variation regularization, which overcomes the staircase artifacts and maintains neat edges.

    Numerically, we employ the primal-dual method combined with the classical iteratively reweighted $l_1$ algorithm to solve our minimization problem. Experimental results are provided to demonstrate the superiority of our proposed model and algorithm for mixed Poisson – Gaussian removal to state-of-the-art numerical methods.

  7. Morozov A.Y., Reviznikov D.L.
    Parametric identification of dynamic systems based on external interval estimates of phase variables
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 299-314

    An important role in the construction of mathematical models of dynamic systems is played by inverse problems, which in particular include the problem of parametric identification. Unlike classical models that operate with point values, interval models give upper and lower boundaries on the quantities under study. The paper considers an interpolation approach to solving interval problems of parametric identification of dynamic systems for the case when experimental data are represented by external interval estimates. The purpose of the proposed approach is to find such an interval estimate of the model parameters, in which the external interval estimate of the solution of the direct modeling problem would contain experimental data or minimize the deviation from them. The approach is based on the adaptive interpolation algorithm for modeling dynamic systems with interval uncertainties, which makes it possible to explicitly obtain the dependence of phase variables on system parameters. The task of minimizing the distance between the experimental data and the model solution in the space of interval boundaries of the model parameters is formulated. An expression for the gradient of the objectivet function is obtained. On a representative set of tasks, the effectiveness of the proposed approach is demonstrated.

  8. Gladin E.L., Borodich E.D.
    Variance reduction for minimax problems with a small dimension of one of the variables
    Computer Research and Modeling, 2022, v. 14, no. 2, pp. 257-275

    The paper is devoted to convex-concave saddle point problems where the objective is a sum of a large number of functions. Such problems attract considerable attention of the mathematical community due to the variety of applications in machine learning, including adversarial learning, adversarial attacks and robust reinforcement learning, to name a few. The individual functions in the sum usually represent losses related to examples from a data set. Additionally, the formulation admits a possibly nonsmooth composite term. Such terms often reflect regularization in machine learning problems. We assume that the dimension of one of the variable groups is relatively small (about a hundred or less), and the other one is large. This case arises, for example, when one considers the dual formulation for a minimization problem with a moderate number of constraints. The proposed approach is based on using Vaidya’s cutting plane method to minimize with respect to the outer block of variables. This optimization algorithm is especially effective when the dimension of the problem is not very large. An inexact oracle for Vaidya’s method is calculated via an approximate solution of the inner maximization problem, which is solved by the accelerated variance reduced algorithm Katyusha. Thus, we leverage the structure of the problem to achieve fast convergence. Separate complexity bounds for gradients of different components with respect to different variables are obtained in the study. The proposed approach is imposing very mild assumptions about the objective. In particular, neither strong convexity nor smoothness is required with respect to the low-dimensional variable group. The number of steps of the proposed algorithm as well as the arithmetic complexity of each step explicitly depend on the dimensionality of the outer variable, hence the assumption that it is relatively small.

  9. Grenkin G.V.
    On the uniqueness of identification of reaction rate parameters in a combustion model
    Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1469-1476

    A model of combustion of premixed mixture of gases with one global chemical reaction is considered, the model includes equations of the second order for temperature of mixture and concentrations of fuel and oxidizer, and the right-hand sides of these equations contain the reaction rate function. This function depends on five unknown parameters of the global reaction and serves as approximation to multistep reaction mechanism. The model is reduced, after replacement of variables, to one equation of the second order for temperature of mixture that transforms to a first-order equation for temperature derivative depending on temperature that contains a parameter of flame propagation velocity. Thus, for computing the parameter of burning velocity, one has to solve Dirichlet problem for first-order equation, and after that a model dependence of burning velocity on mixture equivalence ratio at specified reaction rate parameters will be obtained. Given the experimental data of dependence of burning velocity on mixture equivalence ratio, the problem of optimal selection of reaction rate parameters is stated, based on minimization of the mean square deviation of model values of burning velocity on experimental ones. The aim of our study is analysis of uniqueness of this problem solution. To this end, we apply computational experiment during which the problem of global search of optima is solved using multistart of gradient descent. The computational experiment clarifies that the inverse problem in this statement is underdetermined, and every time, when running gradient descent from a selected starting point, it converges to a new limit point. The structure of the set of limit points in the five-dimensional space is analyzed, and it is shown that this set can be described with three linear equations. Therefore, it might be incorrect to tabulate all five parameters of reaction rate based on just one match criterion between model and experimental data of flame propagation velocity. The conclusion of our study is that in order to tabulate reaction rate parameters correctly, it is necessary to specify the values of two of them, based on additional optimality criteria.

  10. Malovichko M.S., Petrov I.B.
    On numerical solution of joint inverse geophysical problems with structural constraints
    Computer Research and Modeling, 2020, v. 12, no. 2, pp. 329-343

    Inverse geophysical problems are difficult to solve due to their mathematically incorrect formulation and large computational complexity. Geophysical exploration in frontier areas is even more complicated due to the lack of reliable geological information. In this case, inversion methods that allow interpretation of several types of geophysical data together are recognized to be of major importance. This paper is dedicated to one of such inversion methods, which is based on minimization of the determinant of the Gram matrix for a set of model vectors. Within the framework of this approach, we minimize a nonlinear functional, which consists of squared norms of data residual of different types, the sum of stabilizing functionals and a term that measures the structural similarity between different model vectors. We apply this approach to seismic and electromagnetic synthetic data set. Specifically, we study joint inversion of acoustic pressure response together with controlled-source electrical field imposing structural constraints on resulting electrical conductivity and P-wave velocity distributions.

    We start off this note with the problem formulation and present the numerical method for inverse problem. We implemented the conjugate-gradient algorithm for non-linear optimization. The efficiency of our approach is demonstrated in numerical experiments, in which the true 3D electrical conductivity model was assumed to be known, but the velocity model was constructed during inversion of seismic data. The true velocity model was based on a simplified geology structure of a marine prospect. Synthetic seismic data was used as an input for our minimization algorithm. The resulting velocity model not only fit to the data but also has structural similarity with the given conductivity model. Our tests have shown that optimally chosen weight of the Gramian term may improve resolution of the final models considerably.

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