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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.

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.

Traditional methods for solving the traveling salesman problem are not effective for high-dimensional problems due to their high computational complexity. One of the most effective ways to solve this problem is the decomposition approach, which includes three main stages: clustering vertices, solving subproblems within each cluster and then merging the obtained solutions into a final solution. This article focuses on the third stage — merging cycles of solving subproblems — since this stage is not always given sufficient attention, which leads to less accurate final solutions of the problem. The paper proposes a new modified Sigal algorithm for merging cycles. To evaluate its effectiveness, it is compared with two algorithms for merging cycles — the method of connecting midpoints of edges and an algorithm based on closeness of cluster centroids. The dependence of quality of solving subproblems on algorithms used for merging cycles is investigated. Sigal’s modified algorithm performs pairwise clustering and minimizes total distance. The centroid method focuses on connecting clusters based on closeness of centroids, and an algorithm using mid-points estimates the distance between mid-points of edges. Two types of clustering — k-means and affinity propagation — were also considered. Numerical experiments were performed using the TSPLIB dataset with different numbers of cities and topologies to test effectiveness of proposed algorithm. The study analyzes errors caused by the order in which clusters were merged, the quality of solving subtasks and number of clusters. Experiments show that the modified Sigal algorithm has the smallest median final distance and the most stable results compared to other methods. Results indicate that the quality of the final solution obtained using the modified Sigal algorithm is more stable depending on the sequence of merging clusters. Improving the quality of solving subproblems usually results in linear improvement of the final solution, but the pooling algorithm rarely affects the degree of this improvement.

The paper proposes and investigates a mathematical model of a distributed computing system of parallel interacting processes competing for the use of a limited number of copies of a structured software resource. In cases of unlimited and limited parallelism by the number of processors of a multiprocessor system, the problems of determining operational and exact values of the execution time of heterogeneous and identically distributed competing processes in a synchronous mode are solved, which ensures a linear order of execution of blocks of a structured software resource within each of the processes without delays. The obtained results can be used in a comparative analysis of mathematical relationships for calculating the implementation time of a set of parallel distributed interacting competing processes, a mathematical study of the efficiency and optimality of the organization of distributed computing, solving problems of constructing an optimal layout of blocks of an identically distributed system, finding the optimal number of processors that provide the directive execution time of given volumes of computations. The proposed models and methods open up new prospects for solving problems of optimal distribution of limited computing resources, synchronization of a set of interacting competing processes, minimization of system costs when executing parallel distributed processes.

The article presents a systematic investigation of the capabilities of the lattice Boltzmann method (LBM) for modeling the propagation of acoustic waves. The study considers the problem of wave propagation from a point harmonic source in an unbounded domain, both in a quiescent medium (Mach number $M=0$) and in the presence of a uniform mean flow ($M=0.2$). Both scenarios admit analytical solutions within the framework of linear acoustics, allowing for a quantitative assessment of the accuracy of the numerical method.

The numerical implementation employs the two-dimensional D2Q9 velocity model and the Bhatnagar – Gross – Krook (BGK) collision operator. The oscillatory source is modeled using Gou’s scheme, while spurious high-order moment noise generated by the source is suppressed via a regularization procedure applied to the distribution functions. To minimize wave reflections from the boundaries of the computational domain, a hybrid approach is used, combining characteristic boundary conditions based on Riemann invariants with perfectly matched layers (PML) featuring a parabolic damping profile.

A detailed analysis is conducted to assess the influence of computational parameters on the accuracy of the method. The dependence of the error on the PML thickness ($L_{\text{PML}}^{}$) and the maximum damping coefficient ($\sigma_{\max}^{}$), the dimensionless source amplitude ($Q'_0$), and the grid resolution is thoroughly examined. The results demonstrate that the LBM is suitable for simulating acoustic wave propagation and exhibits second-order accuracy. It is shown that achieving high accuracy (relative pressure error below $1\,\%$) requires a spatial resolution of at least $20$ grid points per wavelength ($\lambda$). The minimal effective PML parameters ensuring negligible boundary reflections are identified as $\sigma_{\max}^{}\geqslant 0.02$ and $L_{\text{PML}}^{} \geqslant 2\lambda$. Additionally, it is shown that for source amplitudes $Q_0' \geqslant 0.1$, nonlinear effects become significant compared to other sources of error.

While modeling seismic wave propagation, it is important to take into account nontrivial topography, as this topography causes multiple complex phenomena, such as diffraction at rough surfaces, complex propagation of Rayleigh waves, and side effects caused by wave interference. The primary goal of this research is to construct a method that implements the free surface on topography, utilizing an overset curved grid for characterization, while keeping the main grid structured rectangular. For a combination of the regular and curve-linear grid, the workability of the grid characteristics method using overset grids (also known as the Chimera grid approach) is analyzed. One of the benefits of this approach is computational complexity reduction, caused by the fact that simulation in a regular, homogeneous physical area using a sparse regular rectangle grid is simpler. The simplification of the mesh building mechanism (one grid is regular, and the other can be automatically built using surface data) is a side effect. Despite its simplicity, the method we propose allows us to increase the digitalization of fractured regions and minimize the Courant number. This paper contains various comparisons of modeling results produced by the proposed method-based solver, and results produced by the well-known solver specfem2d, as well as previous modeling results for the same problems. The drawback of the method is that an interpolation error can worsen an overall model accuracy and reduce the computational schema order. Some countermeasures against it are described. For this paper, only two-dimensional models are analyzed. However, the method we propose can be applied to the three-dimensional problems with minimal adaptation required.

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.

The article focuses on the problem of mechanisms’ co-design for robotic systems to perform adaptive physical interaction with an unstructured environment, including physical human robot interaction. The co-design means simultaneous optimization of mechanics and control system, ensuring optimal behavior and performance of the system. Mechanics optimization refers to the search for optimal structure, geometric parameters, mass distribution among the links and their compliance; control refers to the search for motion trajectories for mechanism’s joints. The paper presents a generalized method of structural-parametric synthesis of underactuated mechanisms with closed kinematics for robotic systems for various purposes, e. g., it was previously used for the co-design of fingers’ mechanisms for anthropomorphic gripper and legs’ mechanisms for galloping robots. The method implements the concept of morphological computation of control laws due to the features of mechanical design, minimizing the control effort from the algorithmic component of the control system, which reduces the requirements for the level of technical equipment and reduces energy consumption. In this paper, the proposed method is used to optimize the structure and geometric parameters of the passive mechanism of the back support module of an industrial exosuit. Human movements are diverse and non-deterministic when compared with the movements of autonomous robots, which complicates the design of wearable robotic devices. To reduce injuries, fatigue and increase the productivity of workers, the synthesized industrial exosuit should not only compensate for loads, but also not interfere with the natural human motions. To test the developed exosuit, kinematic datasets from motion capture of an entire human body during industrial operations were used. The proposed method of structural-parametric synthesis was used to improve the ergonomics of a wearable robotic device. Verification of the synthesized mechanism was carried out using simulation: the passive module of the back is attached to two geometric primitives that move the chest and pelvis of the exosuit operator in accordance with the motion capture data. The ergonomics of the back module is quantified by the distance between the joints connecting the upper and bottom parts of the exosuit; minimizing deviation from the average value corresponds to a lesser limitation of the operator’s movement, i. e. greater ergonomics. The article provides a detailed description of the method of structural-parametric synthesis, an example of synthesis of an exosuit module and the results of simulation.

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.