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We consider a finite-dimensional optimization problem, the formulation of which in addition to the required variables contains parameters. The solution to this problem is a dependence of optimal values of variables on parameters. In general, these dependencies are not functions because they can have ambiguous meanings and in the functional case be nondifferentiable. In addition, their domain of definition may be narrower than the domains of definition of functions in the condition of the original problem. All these properties make it difficult to solve both the original parametric problem and other tasks, the statement of which includes these dependencies. To overcome these difficulties, usually methods such as non-differentiable optimization are used.

This article proposes an alternative approach that makes it possible to obtain solutions to parametric problems in a form devoid of the specified properties. It is shown that such representations can be explored using standard algorithms, based on the Taylor formula. This form is a function smoothly approximating the solution of the original problem for any parameter values, specified in its statement. In this case, the value of the approximation error is controlled by a special parameter. Construction of proposed approximations is performed using special functions that establish feedback (within optimality conditions for the original problem) between variables and Lagrange multipliers. This method is described for linear problems with subsequent generalization to the nonlinear case.

From a computational point of view the construction of the approximation consists in finding the saddle point of the modified Lagrange function of the original problem. Moreover, this modification is performed in a special way using feedback functions. It is shown that the necessary conditions for the existence of such a saddle point are similar to the conditions of the Karush – Kuhn – Tucker theorem, but do not contain constraints such as inequalities and conditions of complementary slackness. Necessary conditions for the existence of a saddle point determine this approximation implicitly. Therefore, to calculate its differential characteristics, the implicit function theorem is used. The same theorem is used to reduce the approximation error to an acceptable level.

Features of the practical implementation feedback function method, including estimates of the rate of convergence to the exact solution are demonstrated for several specific classes of parametric optimization problems. Specifically, tasks searching for the global extremum of functions of many variables and the problem of multiple extremum (maximin-minimax) are considered. Optimization problems that arise when using multicriteria mathematical models are also considered. For each of these classes, there are demo examples.

Efficiency of production directly depends on quality of the management of technology which, in turn, relies on the accuracy and efficiency of the processing of control and measuring information. Development of the mathematical methods of research of the system communications and regularities of functioning and creation of the mathematical models taking into account structural features of object of researches, and also writing of the software products for realization of these methods are an actual task. Practice has shown that the list of parameters that take place in the study of complex object of modern production, ranging from a few dozen to several hundred names, and the degree of influence of each factor in the initial time is not clear. Before working for the direct determination of the model in these circumstances, it is impossible — the amount of the required information may be too great, and most of the work on the collection of this information will be done in vain due to the fact that the degree of influence on the optimization of most factors of the original list would be negligible. Therefore, a necessary step in determining a model of a complex object is to work to reduce the dimension of the factor space. Most industrial plants are hierarchical group processes and mass volume production, characterized by hundreds of factors. (For an example of realization of the mathematical methods and the approbation of the constructed models data of the Moldavian steel works were taken in a basis.) To investigate the systemic linkages and patterns of functioning of such complex objects are usually chosen several informative parameters, and carried out their sampling. In this article the sequence of coercion of the initial indices of the technological process of the smelting of steel to the look suitable for creation of a mathematical model for the purpose of prediction is described. The implementations of new types became also creation of a basis for development of the system of automated management of quality of the production. In the course of weak correlation the following stages are selected: collection and the analysis of the basic data, creation of the table the correlated of the parameters, abbreviation of factor space by means of the correlative pleiads and a method of weight factors. The received results allow to optimize process of creation of the model of multiple-factor process.

Mathematical simulation of unsteady natural convection and thermal surface radiation within a rotating square enclosure was performed. The considered domain of interest had two isothermal opposite walls subjected to constant low and high temperatures, while other walls are adiabatic. The walls were diffuse and gray. The considered cavity rotated with constant angular velocity relative to the axis that was perpendicular to the cavity and crossed the cavity in the center. Mathematical model, formulated in dimensionless transformed variables “stream function – vorticity” using the Boussinesq approximation and diathermic approach for the medium, was performed numerically using the finite difference method. The vorticity dispersion equation and energy equation were solved using locally one-dimensional Samarskii scheme. The diffusive terms were approximated by central differences, while the convective terms were approximated using monotonic Samarskii scheme. The difference equations were solved by the Thomas algorithm. The approximated Poisson equation for the stream function was solved by successive over-relaxation method. Optimal value of the relaxation parameter was found on the basis of computational experiments. Radiative heat transfer was analyzed using the net-radiation method in Poljak approach. The developed computational code was tested using the grid independence analysis and experimental and numerical results for the model problem.

Numerical analysis of unsteady natural convection and thermal surface radiation within the rotating enclosure was performed for the following parameters: Ra = 10³–10⁶, Ta = 0–10⁵, Pr = 0.7, ε = 0–0.9. All distributions were obtained for the twentieth complete revolution when one can find the periodic behavior of flow and heat transfer. As a result we revealed that at low angular velocity the convective flow can intensify but the following growth of angular velocity leads to suppression of the convective flow. The radiative Nusselt number changes weakly with the Taylor number.

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.

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.

In this paper, we consider the problem of restoring the correspondence matrix based on the observations of real correspondences in Moscow. Following the conventional approach [Gasnikov et al., 2013], the transport network is considered as a directed graph whose edges correspond to road sections and the graph vertices correspond to areas that the traffic participants leave or enter. The number of city residents is considered constant. The problem of restoring the correspondence matrix is to calculate all the correspondence from the $i$ area to the $j$ area.

To restore the matrix, we propose to use one of the most popular methods of calculating the correspondence matrix in urban studies — the entropy model. In our work, which is based on the work [Wilson, 1978], we describe the evolutionary justification of the entropy model and the main idea of the transition to solving the problem of entropy-linear programming (ELP) in calculating the correspondence matrix. To solve the ELP problem, it is proposed to pass to the dual problem. In this paper, we describe several numerical optimization methods for solving this problem: the Sinkhorn method and the Accelerated Sinkhorn method. We provide numerical experiments for the following variants of cost functions: a linear cost function and a superposition of the power and logarithmic cost functions. In these functions, the cost is a combination of average time and distance between areas, which depends on the parameters. The correspondence matrix is calculated for multiple sets of parameters and then we calculate the quality of the restored matrix relative to the known correspondence matrix.

We assume that the noise in the restored correspondence matrix is Gaussian, as a result, we use the standard deviation as a quality metric. The article provides an overview of gradient-free optimization methods for solving non-convex problems. Since the number of parameters of the cost function is small, we use the grid search method to find the optimal parameters of the cost function. Thus, the correspondence matrix calculated for each set of parameters and then the quality of the restored matrix is evaluated relative to the known correspondence matrix. Further, according to the minimum residual value for each cost function, we determine for which cost function and at what parameter values the restored matrix best describes real correspondence.

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.

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.

Gradient-free optimization methods or zeroth-order methods are widely used in training neural networks, reinforcement learning, as well as in industrial tasks where only the values of a function at a point are available (working with non-analytical functions). In particular, the method of error back propagation in PyTorch works exactly on this principle. There is a well-known fact that computer calculations use heuristics of floating-point numbers, and because of this, the problem of finiteness of the mantissa arises.

In this paper, firstly, we reviewed the most popular methods of gradient approximation: Finite forward/central difference (FFD/FCD), Forward/Central wise component (FWC/CWC), Forward/Central randomization on $l_2$ sphere (FSSG2/CFFG2); secondly, we described current theoretical representations of the noise introduced by the inaccuracy of calculating the function at a point: adversarial noise, random noise; thirdly, we conducted a series of experiments on frequently encountered classes of problems, such as quadratic problem, logistic regression, SVM, to try to determine whether the real nature of machine noise corresponds to the existing theory. It turned out that in reality (at least for those classes of problems that were considered in this paper), machine noise turned out to be something between adversarial noise and random, and therefore the current theory about the influence of the mantissa limb on the search for the optimum in gradient-free optimization problems requires some adjustment.

The paper deals with a heat wave motion problem for a degenerate second-order nonlinear parabolic equation with power nonlinearity. The considered boundary condition specifies in a plane the motion equation of the circular zero front of the heat wave. A new numerical-analytical algorithm for solving the problem is proposed. A solution is constructed stepby- step in time using difference time discretization. At each time step, a boundary value problem for the Poisson equation corresponding to the original equation at a fixed time is considered. This problem is, in fact, an inverse Cauchy problem in the domain whose initial boundary is free of boundary conditions and two boundary conditions (Neumann and Dirichlet) are specified on a current boundary (heat wave). A solution of this problem is constructed as the sum of a particular solution to the nonhomogeneous Poisson equation and a solution to the corresponding Laplace equation satisfying the boundary conditions. Since the inhomogeneity depends on the desired function and its derivatives, an iterative solution procedure is used. The particular solution is sought by the collocation method using inhomogeneity expansion in radial basis functions. The inverse Cauchy problem for the Laplace equation is solved by the null field method as applied to a circular domain with a circular hole. This method is used for the first time to solve such problem. The calculation algorithm is optimized by parallelizing the computations. The parallelization of the computations allows us to realize effectively the algorithm on high performance computing servers. The algorithm is implemented as a program, which is parallelized by using the OpenMP standard for the C++ language, suitable for calculations with parallel cycles. The effectiveness of the algorithm and the robustness of the program are tested by the comparison of the calculation results with the known exact solution as well as with the numerical solution obtained earlier by the authors with the use of the boundary element method. The implemented computational experiment shows good convergence of the iteration processes and higher calculation accuracy of the proposed new algorithm than of the previously developed one. The solution analysis allows us to select the radial basis functions which are most suitable for the proposed algorithm.