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Linearly convergent gradient-free methods for minimization of parabolic approximation
Computer Research and Modeling, 2022, v. 14, no. 2, pp. 239-255Finding 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.
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Discrete simulation of the road restoration process
Computer Research and Modeling, 2022, v. 14, no. 6, pp. 1255-1268This work contains a description of the results of modeling the process of maintaining the readiness of a section of the road network under strikes of with specified parameters. A one-dimensional section of road up to 40 km long with a total number of strikes up to 100 during the work of the brigade is considered. A simulation model has been developed for carrying out work to maintain it in working condition by several groups (engineering teams) that are part of the engineering and road division. A multicopter-type unmanned aerial vehicle is used to search for the points of appearance of obstacles. Life cycle schemes of the main participants of the tactical scene have been developed and an event-driven model of the tactical scene has been built. The format of the event log generated as a result of simulation modeling of the process of maintaining a road section is proposed. To visualize the process of maintaining the readiness of a road section, it is proposed to use visualization in the cyclogram format.
An XSL style has been developed for building a cyclogram based on an event log. As an algorithm for making a decision on the assignment of barriers to brigades, the simplest algorithm has been adopted, prescribing choosing the nearest barrier. A criterion describing the effectiveness of maintenance work on the site based on the assessment of the average speed of vehicles on the road section is proposed. Graphs of the dependence of the criterion value and the root-meansquare error depending on the length of the maintained section are plotted and an estimate is obtained for the maximum length of the road section maintained in a state of readiness with specified values for the selected quality indicator with specified characteristics of striking and performance of repair crews. The expediency of carrying out work to maintain readiness by several brigades that are part of the engineering and road division operating autonomously is shown.
The influence of the speed of the unmanned aerial vehicle on the ability to maintain the readiness of the road section is analyzed. The speed range for from 10 to 70 km/h is considered, which corresponds to the technical capabilities of multicoptertype reconnaissance unmanned aerial vehicles. The simulation results can be used as part of a complex simulation model of an army offensive or defensive operation and for solving the problem of optimizing the assignment of tasks to maintain the readiness of road sections to engineering and road brigades. The proposed approach may be of interest for the development of military-oriented strategy games.
Keywords: simulation, optimal maintenance of the road. -
Influence of the mantissa finiteness on the accuracy of gradient-free optimization methods
Computer Research and Modeling, 2023, v. 15, no. 2, pp. 259-280Gradient-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.
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Solution to a two-dimensional nonlinear heat equation using null field method
Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1449-1467The 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.
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A study of traditional and AI-based models for second-order intermodulation product suppression
Computer Research and Modeling, 2024, v. 16, no. 7, pp. 1569-1578This paper investigates neural network models and polynomial models based on Chebyshev polynomials for interference compensation. It is shown that the neural network model provides compensation for parasitic interference without the need for parameter tuning, unlike the polynomial model, which requires the selection of optimal delays. The L-BFGS method is applied to both architectures, achieving a compensation level comparable to the LS solution for the polynomial model, with an NMSE result of −23.59 dB and requiring fewer than 2000 iterations, confirming its high efficiency. Additionally, due to the strong generalization ability of neural network architectures, the first-order method for neural networks demonstrates faster convergence compared to the polynomial model. In 20 000 iterations, the neural network model achieves a 0.44 dB improvement in compensation level compared to the polynomial model. In contrast, the polynomial model can only achieve high compensation levels with optimal first-order method parameter tuning, highlighting one of the key advantages of neural network models.
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Mathematical models and methods for organizing calculations in SMP systems
Computer Research and Modeling, 2025, v. 17, no. 3, pp. 423-436The 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.
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Development of advanced intrusion detection approach using machine and ensemble learning for industrial internet of things networks
Computer Research and Modeling, 2025, v. 17, no. 5, pp. 799-827The Industrial Internet of Things (IIoT) networks plays a significant role in enhancing industrial automation systems by connecting industrial devices for real time data monitoring and predictive maintenance. However, this connectivity introduces new vulnerabilities which demand the development of advanced intrusion detection systems. The nuclear facilities are considered one of the closest examples of critical infrastructures that suffer from high vulnerability through the connectivity of IIoT networks. This paper develops a robust intrusion detection approach using machine and ensemble learning algorithms specifically determined for IIoT networks. This approach can achieve optimal performance with low time complexity suitable for real-time IIoT networks. For each algorithm, Grid Search is determined to fine-tune the hyperparameters for optimizing the performance while ensuring time computational efficiency. The proposed approach is investigated on recent IIoT intrusion detection datasets, WUSTL-IIOT-2021 and Edge-IIoT-2022 to cover a wider range of attacks with high precision and minimum false alarms. The study provides the effectiveness of ten machine and ensemble learning models on selected features of the datasets. Synthetic Minority Over-sampling Technique (SMOTE)-based multi-class balancing is used to manipulate dataset imbalances. The ensemble voting classifier is used to combine the best models with the best hyperparameters for raising their advantages to improve the performance with the least time complexity. The machine and ensemble learning algorithms are evaluated based on accuracy, precision, recall, F1 Score, and time complexity. This evaluation can discriminate the most suitable candidates for further optimization. The proposed approach is called the XCL approach that is based on Extreme Gradient Boosting (XGBoost), CatBoost (Categorical Boosting), and Light Gradient- Boosting Machine (LightGBM). It achieves high accuracy, lower false positive rate, and efficient time complexity. The results refer to the importance of ensemble strategies, algorithm selection, and hyperparameter optimization in enhancing the performance to detect the different intrusions across the IIoT datasets over the other models. The developed approach produced a higher accuracy of 99.99% on the WUSTL-IIOT-2021 dataset and 100% on the Edge-IIoTset dataset. Our experimental evaluations have been extended to the CIC-IDS-2017 dataset. These additional evaluations not only highlight the applicability of the XCL approach on a wide spectrum of intrusion detection scenarios but also confirm its scalability and effectiveness in real-world complex network environments.
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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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Correlation and realization of quasi-Newton methods of absolute optimization
Computer Research and Modeling, 2016, v. 8, no. 1, pp. 55-78Views (last year): 7. Citations: 5 (RSCI).Newton and quasi-Newton methods of absolute optimization based on Cholesky factorization with adaptive step and finite difference approximation of the first and the second derivatives. In order to raise effectiveness of the quasi-Newton methods a modified version of Cholesky decomposition of quasi-Newton matrix is suggested. It solves the problem of step scaling while descending, allows approximation by non-quadratic functions, and integration with confidential neighborhood method. An approach to raise Newton methods effectiveness with finite difference approximation of the first and second derivatives is offered. The results of numerical research of algorithm effectiveness are shown.
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Quantitative assessment of seismic risk and energy concepts of earthquake engineering
Computer Research and Modeling, 2018, v. 10, no. 1, pp. 61-76Currently, earthquake-resistant design of buildings based on the power calculation and presentation of effect of the earthquake static equivalent forces, which are calculated using elastic response spectra (linear-spectral method) that connects the law of motion of the soil with the absolute acceleration of the model in a nonlinear oscillator.
This approach does not directly take into account either the influence of the duration of strong motion or the plastic behavior of the structure. Frequency content and duration of ground vibrations directly affect the energy received by the building and causing damage to its elements. Unlike power or kinematic calculation of the seismic effect on the structure can be interpreted without considering separately the forces and displacements and to provide, as the product of both variables, i.e., the work or input energy (maximum energy that can be purchased building to the earthquake).
With the energy approach of seismic design, it is necessary to evaluate the input seismic energy in the structure and its distribution among various structural components.
The article provides substantiation of the energy approach in the design of earthquake-resistant buildings and structures instead of the currently used method based on the power calculation and presentation of effect of the earthquake static equivalent forces, which are calculated using spectra of the reaction.
Noted that interest in the use of energy concepts in earthquake-resistant design began with the works of Housner, which provided the seismic force in the form of the input seismic energy, using the range of speeds, and suggested that the damage in elastic-plastic system and elastic system causes one and the same input seismic energy.
The indices of the determination of the input energy of the earthquake, proposed by various authors, are given in this paper. It is shown that modern approaches to ensuring seismic stability of structures, based on the representation of the earthquake effect as a static equivalent force, do not adequately describe the behavior of the system during an earthquake.
In this paper, based on quantitative estimates of seismic risk analyzes developed in the NRU MSUCE Standard Organization (STO) “Seismic resistance structures. The main design provisions”. In the developed document a step forward with respect to the optimal design of earthquake-resistant structures.
The proposed concept of using the achievements of modern methods of calculation of buildings and structures on seismic effects, which are harmonized with the Eurocodes and are not contrary to the system of national regulations.
Keywords: the earthquake resistance of buildings, the energy method, earthquake-resistant construction, spectra response, the input earthquake energy, earthquake recurrence period, seismic risk, anti-seismic measures, conceptual design, two-tiered calculation, seismic resistance criteria, nonlinear static and nonlinear dynamic calculation method.Views (last year): 21.
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