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The global rate of convergence for optimal tensor methods in smooth convex optimization
Computer Research and Modeling, 2018, v. 10, no. 6, pp. 737-753Views (last year): 75.In this work we consider Monteiro – Svaiter accelerated hybrid proximal extragradient (A-HPE) framework and accelerated Newton proximal extragradient (A-NPE) framework. The last framework contains an optimal method for rather smooth convex optimization problems with second-order oracle. We generalize A-NPE framework for higher order derivative oracle (schemes). We replace Newton’s type step in A-NPE that was used for auxiliary problem by Newton’s regularized (tensor) type step (Yu. Nesterov, 2018). Moreover we generalize large step A-HPE/A-NPE framework by replacing Monteiro – Svaiter’s large step condition so that this framework could work for high-order schemes. The main contribution of the paper is as follows: we propose optimal highorder methods for convex optimization problems. As far as we know for that moment there exist only zero, first and second order optimal methods that work according to the lower bounds. For higher order schemes there exists a gap between the lower bounds (Arjevani, Shamir, Shiff, 2017) and existing high-order (tensor) methods (Nesterov – Polyak, 2006; Yu.Nesterov, 2008; M. Baes, 2009; Yu.Nesterov, 2018). Asymptotically the ratio of the rates of convergences for the best existing methods and lower bounds is about 1.5. In this work we eliminate this gap and show that lower bounds are tight. We also consider rather smooth strongly convex optimization problems and show how to generalize the proposed methods to this case. The basic idea is to use restart technique until iteration sequence reach the region of quadratic convergence of Newton method and then use Newton method. One can show that the considered method converges with optimal rates up to a logarithmic factor. Note, that proposed in this work technique can be generalized in the case when we can’t solve auxiliary problem exactly, moreover we can’t even calculate the derivatives of the functional exactly. Moreover, the proposed technique can be generalized to the composite optimization problems and in particular to the constraint convex optimization problems. We also formulate a list of open questions that arise around the main result of this paper (optimal universal method of high order e.t.c.).
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Quantile shape measures for heavy-tailed distributions
Computer Research and Modeling, 2024, v. 16, no. 5, pp. 1041-1077Currently, journal papers contain numerous examples of the use of heavy-tailed distributions for applied research on various complex systems. Models of extreme data are usually limited to a small set of distribution shapes that in this field of applied research historically been used. It is possible to increase the composition of the set of probability distributions shapes through comparing the measures of the distribution shapes and choosing the most suitable implementations. The example of a beta distribution of the second kind shown that the lack of definability of the moments of heavy-tailed implementations of the beta family of distributions limits the applicability of the existing classical methods of moments for studying the distributions shapes when are characterized heavy tails. For this reason, the development of new methods for comparing distributions based on quantile shape measures free from the restrictions on the shape parameters remains relevant study the possibility of constructing a space of quantile measures of shapes for comparing distributions with heavy tails. The operation purpose consists in computer research of creation possibility of space of the quantile’s measures for the comparing of distributions property with heavy tails. On the basis of computer simulation there the distributions implementations in measures space of shapes were been shown. Mapping distributions in space only of the parametrical measures of shapes has shown that the imposition of regions for heavy tails distribution made impossible compare the shape of distributions belonging to different type in the space of quantile measures of skewness and kurtosis. It is well known that shape information measures such as entropy and entropy uncertainty interval contain additional information about the shape measure of heavy-tailed distributions. In this paper, a quantile entropy coefficient is proposed as an additional independent measure of shape, which is based on the ratio of entropy and quantile uncertainty intervals. Also estimates of quantile entropy coefficients are obtained for a number of well-known heavy-tailed distributions. The possibility of comparing the distributions shapes with realizations of the beta distribution of the second kind is illustrated by the example of the lognormal distribution and the Pareto distribution. Due to mapping the position of stable distributions in the three-dimensional space of quantile measures of shapes estimate made it possible the shape parameters to of the beta distribution of the second kind, for which shape is closest to the Lévy shape. From the paper material it follows that the display of distributions in the three-dimensional space of quantile measures of the forms of skewness, kurtosis and entropy coefficient significantly expands the possibility of comparing the forms for distributions with heavy tails.
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Numerical solution of the third initial-boundary value problem for the nonstationary heat conduction equation with fractional derivatives
Computer Research and Modeling, 2024, v. 16, no. 6, pp. 1345-1360Recently, to describe various mathematical models of physical processes, fractional differential calculus has been widely used. In this regard, much attention is paid to partial differential equations of fractional order, which are a generalization of partial differential equations of integer order. In this case, various settings are possible.
Loaded differential equations in the literature are called equations containing values of a solution or its derivatives on manifolds of lower dimension than the dimension of the definitional domain of the desired function. Currently, numerical methods for solving loaded partial differential equations of integer and fractional orders are widely used, since analytical solving methods for solving are impossible. A fairly effective method for solving this kind of problem is the finite difference method, or the grid method.
We studied the initial-boundary value problem in the rectangle ¯D={(x,t):0⩽ for the loaded differential heat equation with composition fractional derivative of Riemann – Liouville and Caputo – Gerasimov and with boundary conditions of the first and third kind. We have gotten an a priori assessment in differential and difference interpretations. The obtained inequalities mean the uniqueness of the solution and the continuous dependence of the solution on the input data of the problem. A difference analogue of the composition fractional derivative of Riemann – Liouville and Caputo –Gerasimov order (2-\beta ) is obtained and a difference scheme is constructed that approximates the original problem with the order O\left(\tau +h^{2-\beta } \right). The convergence of the approximate solution to the exact one is proven at a rate equal to the order of approximation of the difference scheme.
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Web-based interactive registry of the geosensors
Computer Research and Modeling, 2016, v. 8, no. 4, pp. 621-632Views (last year): 5.Selection and correct applying of the geosensor — the instrument of mineral geothermobarometry is challenging because of the wide variety of existing geosensors on the one hand and the availability of specific requirements for their use on the other. In this paper, organization of the geosensors within the computer system called interactive registry was proposed for reducing the labor intensity of the geosensors usage and providing information support for them. The article provides a formal description of the thermodynamic geosensor, as a function of the minerals composition and independent parameters, as well as the basic steps of pressure and temperature estimation which are common for all geosensors: conversion to the formula units, calculation of the additional parameters and the calculation of the required values. Existing collections of geosensors made as standalone applications, or as spreadsheets was examined for advantages and disadvantages of these approaches. Additional information necessary to use the geosensor was described: paragenesis, accuracy and range of parameter values, reference and others. Implementation of the geosensors registry as the webbased application which uses wiki technology was proposed. Usage of the wiki technology allows to effectively organize not so well formalized additional information about the geosensor and it’s algorithm which had written in a programming language into a single information system. For information organization links, namespaces and wiki markup was used. The article discusses the implementation of the applications on the top of DokuWiki system with specially designed RESTful server, allowing users to apply the geosensors from the registry to their own data. Programming language R uses as a geosensors description language. RServe server uses for calculations. The unittest for each geosensor allows to check the correctness of it’s implementation. The user interface of the application was developed as DokuWiki plug-in. The example of usage was given. In the article conclusion, the questions of the application security, performance and scaling was discussed.
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An approach for the nonconvex uniformly concave structured saddle point problem
Computer Research and Modeling, 2022, v. 14, no. 2, pp. 225-237Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization, distributed optimization, game theory, and many applications in machine learning such as empirical risk minimization and generative adversarial networks training. Therefore, many researchers have actively worked on developing numerical methods for solving saddle point problems in many different settings. This paper is devoted to developing a numerical method for solving saddle point problems in the nonconvex uniformly-concave setting. We study a general class of saddle point problems with composite structure and H\"older-continuous higher-order derivatives. To solve the problem under consideration, we propose an approach in which we reduce the problem to a combination of two auxiliary optimization problems separately for each group of variables, the outer minimization problem w.r.t. primal variables, and the inner maximization problem w.r.t the dual variables. For solving the outer minimization problem, we use the Adaptive Gradient Method, which is applicable for nonconvex problems and also works with an inexact oracle that is generated by approximately solving the inner problem. For solving the inner maximization problem, we use the Restarted Unified Acceleration Framework, which is a framework that unifies the high-order acceleration methods for minimizing a convex function that has H\"older-continuous higher-order derivatives. Separate complexity bounds are provided for the number of calls to the first-order oracles for the outer minimization problem and higher-order oracles for the inner maximization problem. Moreover, the complexity of the whole proposed approach is then estimated.
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Estimation of natural frequencies of torsional vibrations of a composite nonlinearly viscoelastic shaft
Computer Research and Modeling, 2018, v. 10, no. 4, pp. 421-430Views (last year): 27.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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Application of the grid-characteristic method for mathematical modeling in dynamical problems of deformable solid mechanics
Computer Research and Modeling, 2019, v. 11, no. 6, pp. 1041-1048 -
Simulation modeling of the production of parts made of polymer composites
Computer Research and Modeling, 2014, v. 6, no. 2, pp. 245-252Views (last year): 9. Citations: 18 (RSCI).Consider the simulation workshop for production of polymer components composite materials. Describes a technique for the manufacture of parts and, based on the event model developed theoretical production. By event-developed theoretical models of production created a computer simulation model in software simulation Tecnomatix Plant Simulation. The analysis of the simulation model created. Given the bottlenecks found, a new simulation model that meets the requirements. The results obtained on the basis of which the practical recommendations to increase the number of parts produced.
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Simulation of properties of composite materials reinforced by carbon nanotubes using perceptron complexes
Computer Research and Modeling, 2015, v. 7, no. 2, pp. 253-262Views (last year): 2. Citations: 1 (RSCI).Use of algorithms based on neural networks can be inefficient for small amounts of experimental data. Authors consider a solution of this problem in the context of modelling of properties of ceramic composite materials reinforced with carbon nanotubes using perceptron complex. This approach allowed us to obtain a mathematical description of the object of study with a minimal amount of input data (the amount of necessary experimental samples decreased 2–3.3 times). Authors considered different versions of perceptron complex structures. They found that the most appropriate structure has perceptron complex with breakthrough of two input variables. The relative error was only 6%. The selected perceptron complex was shown to be effective for predicting the properties of ceramic composites. The relative errors for output components were 0.3%, 4.2%, 0.4%, 2.9%, and 11.8%.
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