Результаты поиска по 'optimal method':
Найдено статей: 135
  1. Stonyakin F.S., Savchuk O.S., Baran I.V., Alkousa M.S., Titov A.A.
    Analogues of the relative strong convexity condition for relatively smooth problems and adaptive gradient-type methods
    Computer Research and Modeling, 2023, v. 15, no. 2, pp. 413-432

    This paper is devoted to some variants of improving the convergence rate guarantees of the gradient-type algorithms for relatively smooth and relatively Lipschitz-continuous problems in the case of additional information about some analogues of the strong convexity of the objective function. We consider two classes of problems, namely, convex problems with a relative functional growth condition, and problems (generally, non-convex) with an analogue of the Polyak – Lojasiewicz gradient dominance condition with respect to Bregman divergence. For the first type of problems, we propose two restart schemes for the gradient type methods and justify theoretical estimates of the convergence of two algorithms with adaptively chosen parameters corresponding to the relative smoothness or Lipschitz property of the objective function. The first of these algorithms is simpler in terms of the stopping criterion from the iteration, but for this algorithm, the near-optimal computational guarantees are justified only on the class of relatively Lipschitz-continuous problems. The restart procedure of another algorithm, in its turn, allowed us to obtain more universal theoretical results. We proved a near-optimal estimate of the complexity on the class of convex relatively Lipschitz continuous problems with a functional growth condition. We also obtained linear convergence rate guarantees on the class of relatively smooth problems with a functional growth condition. For a class of problems with an analogue of the gradient dominance condition with respect to the Bregman divergence, estimates of the quality of the output solution were obtained using adaptively selected parameters. We also present the results of some computational experiments illustrating the performance of the methods for the second approach at the conclusion of the paper. As examples, we considered a linear inverse Poisson problem (minimizing the Kullback – Leibler divergence), its regularized version which allows guaranteeing a relative strong convexity of the objective function, as well as an example of a relatively smooth and relatively strongly convex problem. In particular, calculations show that a relatively strongly convex function may not satisfy the relative variant of the gradient dominance condition.

  2. Sukhov E.A., Chekina E.A.
    Software complex for numerical modeling of multibody system dynamics
    Computer Research and Modeling, 2024, v. 16, no. 1, pp. 161-174

    This work deals with numerical modeling of motion of the multibody systems consisting of rigid bodies with arbitrary masses and inertial properties. We consider both planar and spatial systems which may contain kinematic loops.

    The numerical modeling is fully automatic and its computational algorithm contains three principal steps. On step one a graph of the considered mechanical system is formed from the userinput data. This graph represents the hierarchical structure of the mechanical system. On step two the differential-algebraic equations of motion of the system are derived using the so-called Joint Coordinate Method. This method allows to minimize the redundancy and lower the number of the equations of motion and thus optimize the calculations. On step three the equations of motion are integrated numerically and the resulting laws of motion are presented via user interface or files.

    The aforementioned algorithm is implemented in the software complex that contains a computer algebra system, a graph library, a mechanical solver, a library of numerical methods and a user interface.

  3. Varshavsky L.E.
    Control theory methods for creating market structures
    Computer Research and Modeling, 2014, v. 6, no. 5, pp. 839-859

    Control theory methods for creating market structures are discussed for two cases: when market participants are pursuing aims 1) of maximal growth and 2) of maximum economic efficiency of their firms. For the first case method based on variable structure systems principles is developed. For the second case dynamic game approach is proposed based on computation of Nash–Cournot and Stackelberg strategies with the help of Z-transform.

    Views (last year): 4. Citations: 4 (RSCI).
  4. Krasnov F.V., Smaznevich I.S., Baskakova E.N.
    Bibliographic link prediction using contrast resampling technique
    Computer Research and Modeling, 2021, v. 13, no. 6, pp. 1317-1336

    The paper studies the problem of searching for fragments with missing bibliographic links in a scientific article using automatic binary classification. To train the model, we propose a new contrast resampling technique, the innovation of which is the consideration of the context of the link, taking into account the boundaries of the fragment, which mostly affects the probability of presence of a bibliographic links in it. The training set was formed of automatically labeled samples that are fragments of three sentences with class labels «without link» and «with link» that satisfy the requirement of contrast: samples of different classes are distanced in the source text. The feature space was built automatically based on the term occurrence statistics and was expanded by constructing additional features — entities (names, numbers, quotes and abbreviations) recognized in the text.

    A series of experiments was carried out on the archives of the scientific journals «Law enforcement review» (273 articles) and «Journal Infectology» (684 articles). The classification was carried out by the models Nearest Neighbors, RBF SVM, Random Forest, Multilayer Perceptron, with the selection of optimal hyperparameters for each classifier.

    Experiments have confirmed the hypothesis put forward. The highest accuracy was reached by the neural network classifier (95%), which is however not as fast as the linear one that showed also high accuracy with contrast resampling (91–94%). These values are superior to those reported for NER and Sentiment Analysis on comparable data. The high computational efficiency of the proposed method makes it possible to integrate it into applied systems and to process documents online.

  5. Pletnev N.V., Dvurechensky P.E., Gasnikov A.V.
    Application of gradient optimization methods to solve the Cauchy problem for the Helmholtz equation
    Computer Research and Modeling, 2022, v. 14, no. 2, pp. 417-444

    The article is devoted to studying the application of convex optimization methods to solve the Cauchy problem for the Helmholtz equation, which is ill-posed since the equation belongs to the elliptic type. The Cauchy problem is formulated as an inverse problem and is reduced to a convex optimization problem in a Hilbert space. The functional to be optimized and its gradient are calculated using the solution of boundary value problems, which, in turn, are well-posed and can be approximately solved by standard numerical methods, such as finite-difference schemes and Fourier series expansions. The convergence of the applied fast gradient method and the quality of the solution obtained in this way are experimentally investigated. The experiment shows that the accelerated gradient method — the Similar Triangle Method — converges faster than the non-accelerated method. Theorems on the computational complexity of the resulting algorithms are formulated and proved. It is found that Fourier’s series expansions are better than finite-difference schemes in terms of the speed of calculations and improve the quality of the solution obtained. An attempt was made to use restarts of the Similar Triangle Method after halving the residual of the functional. In this case, the convergence does not improve, which confirms the absence of strong convexity. The experiments show that the inaccuracy of the calculations is more adequately described by the additive concept of the noise in the first-order oracle. This factor limits the achievable quality of the solution, but the error does not accumulate. According to the results obtained, the use of accelerated gradient optimization methods can be the way to solve inverse problems effectively.

  6. Tomonin Y.D., Tominin V.D., Borodich E.D., Kovalev D.A., Dvurechensky P.E., Gasnikov A.V., Chukanov S.V.
    On Accelerated Methods for Saddle-Point Problems with Composite Structure
    Computer Research and Modeling, 2023, v. 15, no. 2, pp. 433-467

    We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and dual variables. First, we consider such problems with smooth composite terms, one of which has finite-sum structure. For this setting we propose a variance reduction algorithm with complexity estimates superior to the existing bounds in the literature. Second, we consider finite-sum saddle-point problems with composite terms and propose several algorithms depending on the properties of the composite terms. When the composite terms are smooth we obtain better complexity bounds than the ones in the literature, including the bounds of a recently proposed nearly-optimal algorithms which do not consider the composite structure of the problem. If the composite terms are prox-friendly, we propose a variance reduction algorithm that, on the one hand, is accelerated compared to existing variance reduction algorithms and, on the other hand, provides in the composite setting similar complexity bounds to the nearly-optimal algorithm which is designed for noncomposite setting. Besides, our algorithms allow one to separate the complexity bounds, i. e. estimate, for each part of the objective separately, the number of oracle calls that is sufficient to achieve a given accuracy. This is important since different parts can have different arithmetic complexity of the oracle, and it is desired to call expensive oracles less often than cheap oracles. The key thing to all these results is our general framework for saddle-point problems, which may be of independent interest. This framework, in turn is based on our proposed Accelerated Meta-Algorithm for composite optimization with probabilistic inexact oracles and probabilistic inexactness in the proximal mapping, which may be of independent interest as well.

  7. Skvortsova D.A., Chuvilgin E.L., Smirnov A.V., Romanov N.O.
    Development of a hybrid simulation model of the assembly shop
    Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1359-1379

    In the presented work, a hybrid optimal simulation model of an assembly shop in the AnyLogic environment has been developed, which allows you to select the parameters of production systems. To build a hybrid model of the investigative approach, discrete-event modeling and aggressive modeling are combined into a single model with an integrating interaction. Within the framework of this work, a mechanism for the development of a production system consisting of several participants-agents is described. An obvious agent corresponds to a class in which a set of agent parameters is specified. In the simulation model, three main groups of operations performed sequentially were taken into account, and the logic for working with rejected sets was determined. The product assembly process is a process that occurs in a multi-phase open-loop system of redundant service with waiting. There are also signs of a closed system — scrap flows for reprocessing. When creating a distribution system in the segment, it is mandatory to use control over the execution of requests in a FIFO queue. For the functional assessment of the production system, the simulation model includes several functional functions that describe the number of finished products, the average time of preparation of products, the number and percentage of rejects, the simulation result for the study, as well as functional variables in which the calculated utilization factors will be used. A series of modeling experiments were carried out in order to study the behavior of the agents of the system in terms of the overall performance indicators of the production system. During the experiment, it was found that the indicator of the average preparation time of the product is greatly influenced by such parameters as: the average speed of the set of products, the average time to complete operations. At a given limitation interval, we managed to select a set of parameters that managed to achieve the largest possible operation of the assembly line. This experiment implements the basic principle of agent-based modeling — decentralized agents make a personal contribution and affect the operation of the entire simulated system as a whole. As a result of the experiments, thanks to the selection of a large set of parameters, it was possible to achieve high performance indicators of the assembly shop, namely: to increase the productivity indicator by 60%; reduce the average assembly time of products by 38%.

  8. Savchuk O.S., Titov A.A., Stonyakin F.S., Alkousa M.S.
    Adaptive first-order methods for relatively strongly convex optimization problems
    Computer Research and Modeling, 2022, v. 14, no. 2, pp. 445-472

    The article is devoted to first-order adaptive methods for optimization problems with relatively strongly convex functionals. The concept of relatively strong convexity significantly extends the classical concept of convexity by replacing the Euclidean norm in the definition by the distance in a more general sense (more precisely, by Bregman’s divergence). An important feature of the considered classes of problems is the reduced requirements concerting the level of smoothness of objective functionals. More precisely, we consider relatively smooth and relatively Lipschitz-continuous objective functionals, which allows us to apply the proposed techniques for solving many applied problems, such as the intersection of the ellipsoids problem (IEP), the Support Vector Machine (SVM) for a binary classification problem, etc. If the objective functional is convex, the condition of relatively strong convexity can be satisfied using the problem regularization. In this work, we propose adaptive gradient-type methods for optimization problems with relatively strongly convex and relatively Lipschitzcontinuous functionals for the first time. Further, we propose universal methods for relatively strongly convex optimization problems. This technique is based on introducing an artificial inaccuracy into the optimization model, so the proposed methods can be applied both to the case of relatively smooth and relatively Lipschitz-continuous functionals. Additionally, we demonstrate the optimality of the proposed universal gradient-type methods up to the multiplication by a constant for both classes of relatively strongly convex problems. Also, we show how to apply the technique of restarts of the mirror descent algorithm to solve relatively Lipschitz-continuous optimization problems. Moreover, we prove the optimal estimate of the rate of convergence of such a technique. Also, we present the results of numerical experiments to compare the performance of the proposed methods.

  9. Voronina M.Y., Orlov Y.N.
    Identification of the author of the text by segmentation method
    Computer Research and Modeling, 2022, v. 14, no. 5, pp. 1199-1210

    The paper describes a method for recognizing authors of literary texts by the proximity of fragments into which a separate text is divided to the standard of the author. The standard is the empirical frequency distribution of letter combinations, built on a training sample, which included expertly selected reliably known works of this author. A set of standards of different authors forms a library, within which the problem of identifying the author of an unknown text is solved. The proximity between texts is understood in the sense of the norm in L1 for the frequency vector of letter combinations, which is constructed for each fragment and for the text as a whole. The author of an unknown text is assigned the one whose standard is most often chosen as the closest for the set of fragments into which the text is divided. The length of the fragment is optimized based on the principle of the maximum difference in distances from fragments to standards in the problem of recognition of «friend–foe». The method was tested on the corpus of domestic and foreign (translated) authors. 1783 texts of 100 authors with a total volume of about 700 million characters were collected. In order to exclude the bias in the selection of authors, authors whose surnames began with the same letter were considered. In particular, for the letter L, the identification error was 12%. Along with a fairly high accuracy, this method has another important property: it allows you to estimate the probability that the standard of the author of the text in question is missing in the library. This probability can be estimated based on the results of the statistics of the nearest standards for small fragments of text. The paper also examines statistical digital portraits of writers: these are joint empirical distributions of the probability that a certain proportion of the text is identified at a given level of trust. The practical importance of these statistics is that the carriers of the corresponding distributions practically do not overlap for their own and other people’s standards, which makes it possible to recognize the reference distribution of letter combinations at a high level of confidence.

  10. Melman A.S., Evsutin O.O.
    Efficient and error-free information hiding in the hybrid domain of digital images using metaheuristic optimization
    Computer Research and Modeling, 2023, v. 15, no. 1, pp. 197-210

    Data hiding in digital images is a promising direction of cybersecurity. Digital steganography methods provide imperceptible transmission of secret data over an open communication channel. The information embedding efficiency depends on the embedding imperceptibility, capacity, and robustness. These quality criteria are mutually inverse, and the improvement of one indicator usually leads to the deterioration of the others. A balance between them can be achieved using metaheuristic optimization. Metaheuristics are a class of optimization algorithms that find an optimal, or close to an optimal solution for a variety of problems, including those that are difficult to formalize, by simulating various natural processes, for example, the evolution of species or the behavior of animals. In this study, we propose an approach to data hiding in the hybrid spatial-frequency domain of digital images based on metaheuristic optimization. Changing a block of image pixels according to some change matrix is considered as an embedding operation. We select the change matrix adaptively for each block using metaheuristic optimization algorithms. In this study, we compare the performance of three metaheuristics such as genetic algorithm, particle swarm optimization, and differential evolution to find the best change matrix. Experimental results showed that the proposed approach provides high imperceptibility of embedding, high capacity, and error-free extraction of embedded information. At the same time, storage of change matrices for each block is not required for further data extraction. This improves user experience and reduces the chance of an attacker discovering the steganographic attachment. Metaheuristics provided an increase in imperceptibility indicator, estimated by the PSNR metric, and the capacity of the previous algorithm for embedding information into the coefficients of the discrete cosine transform using the QIM method [Evsutin, Melman, Meshcheryakov, 2021] by 26.02% and 30.18%, respectively, for the genetic algorithm, 26.01% and 19.39% for particle swarm optimization, 27.30% and 28.73% for differential evolution.

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International Interdisciplinary Conference "Mathematics. Computing. Education"