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Regularization and acceleration of Gauss – Newton method
Computer Research and Modeling, 2024, v. 16, no. 7, pp. 1829-1840We propose a family of Gauss –Newton methods for solving optimization problems and systems of nonlinear equations based on the ideas of using the upper estimate of the norm of the residual of the system of nonlinear equations and quadratic regularization. The paper presents a development of the «Three Squares Method» scheme with the addition of a momentum term to the update rule of the sought parameters in the problem to be solved. The resulting scheme has several remarkable properties. First, the paper algorithmically describes a whole parametric family of methods that minimize functionals of a special kind: compositions of the residual of a nonlinear equation and an unimodal functional. Such a functional, entirely consistent with the «gray box» paradigm in the problem description, combines a large number of solvable problems related to applications in machine learning, with the regression problems. Secondly, the obtained family of methods is described as a generalization of several forms of the Levenberg –Marquardt algorithm, allowing implementation in non-Euclidean spaces as well. The algorithm describing the parametric family of Gauss –Newton methods uses an iterative procedure that performs an inexact parametrized proximal mapping and shift using a momentum term. The paper contains a detailed analysis of the efficiency of the proposed family of Gauss – Newton methods; the derived estimates take into account the number of external iterations of the algorithm for solving the main problem, the accuracy and computational complexity of the local model representation and oracle computation. Sublinear and linear convergence conditions based on the Polak – Lojasiewicz inequality are derived for the family of methods. In both observed convergence regimes, the Lipschitz property of the residual of the nonlinear system of equations is locally assumed. In addition to the theoretical analysis of the scheme, the paper studies the issues of its practical implementation. In particular, in the experiments conducted for the suboptimal step, the schemes of effective calculation of the approximation of the best step are given, which makes it possible to improve the convergence of the method in practice in comparison with the original «Three Square Method». The proposed scheme combines several existing and frequently used in practice modifications of the Gauss –Newton method, in addition, the paper proposes a monotone momentum modification of the family of developed methods, which does not slow down the search for a solution in the worst case and demonstrates in practice an improvement in the convergence of the method.
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Optimal control of bank investment as a factorof economic stability
Computer Research and Modeling, 2012, v. 4, no. 4, pp. 959-967Views (last year): 5.This paper presents a model of replenishment of bank liquidity by additional income of banks. Given the methodological basis for the necessity for bank stabilization funds to cover losses during the economy crisis. An econometric derivation of the equations describing the behavior of the bank financial and operating activity performed. In accordance with the purpose of creating a stabilization fund introduces an optimality criterion used controls. Based on the equations of the behavior of the bank by the method of dynamic programming is derived a vector of optimal controls.
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An automated system for program parameters fine tuning in the cloud
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 587-592The paper presents a software system aimed at finding best (in some sense) parameters of an algorithm. The system handles both discrete and continuous parameters and employs massive parallelism offered by public clouds. The paper presents an overview of the system, a method to measure algorithm's performance in the cloud and numerical results of system's use on several problem sets.
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Query optimization in relational database systems and cloud computing technology
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 649-655Views (last year): 1.Optimization is the heart of relational Database Management System (DMBS). Its can analyzes the SQL statements and determines the most efficient access plan to satisfy every query request. Optimization can solves this problem and analyzes SQL statements specifying which tables and columns are available. And then request the information system and statistical data stored in the system directory, to determine the best method of solving the tasks required to comply with the query requests.
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Synthesis of the simulation and monitoring processes for the development of big data storage and processing facilities in physical experiments
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 691-698Views (last year): 4. Citations: 6 (RSCI).The paper presents a new grid and cloud services simulation system. This system is developed in LIT JINR, Dubna, and it is aimed at improving the efficiency of the grid-cloud systems development by using work quality indicators of some real system to design and predict its evolution. For these purpose, simulation program is combined with real monitoring system of the grid-cloud service through a special database. The paper provides an example of the program usage to simulate a sufficiently general cloud structure, which can be used for more common purposes.
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Parallel representation of local elimination algorithm for accelerating the solving sparse discrete optimization problems
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 699-705Views (last year): 1.The decomposition algorithms provide approaches to deal with NP-hardness in solving discrete optimization problems (DOPs). In this article one of the promising ways to exploit sparse matrices — local elimination algorithm in parallel interpretation (LEAP) are demonstrated. That is a graph-based structural decomposition algorithm, which allows to compute a solution in stages such that each of them uses results from previous stages. At the same time LEAP heavily depends on elimination ordering which actually provides solving stages. Also paper considers tree- and block-parallel for LEAP and required realization process of it comparison of a several heuristics for obtaining a better elimination order and shows how is related graph structure, elimination ordering and solving time.
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Pre-decomposition of discrete optimization problems to speed up the branch and bound method in a distributed computing environment
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 719-725The paper presents an implementation of branch and bound algorithm employing coarse grained parallelism. The system is based on CBC (COIN-OR branch and cut) open-source MIP solver and inter-process communication capabilities of Erlang. Numerical results show noticeable speedup in comparison to single-threaded CBC instance.
Keywords: branch and bound algorithm, coarse grained parallelism.Views (last year): 2. Citations: 2 (RSCI). -
An implementation of a parallel global minimum search algorithm with an application to the ReaxFF molecular dynamic force field parameters optimization
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 745-752Views (last year): 1. Citations: 1 (RSCI).Molecular dynamic methods that use ReaxFF force field allow one to obtain sufficiently good results in simulating large multicomponent chemically reactive systems. Here is represented an algorithm of searching optimal parameters of molecular-dynamic force field ReaxFF for arbitrary chemical systems and its implementation. The method is based on the multidimensional technique of global minimum search suggested by R.G. Strongin. It has good scalability useful for running on distributed parallel computers.
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Algorithmic construction of explicit numerical schemes and visualization of objects and processes in the computational experiment in fluid mechanics
Computer Research and Modeling, 2015, v. 7, no. 3, pp. 767-774Views (last year): 1.The paper discusses the design and verification stages in the development of complex numerical algorithms to create direct computational experiments in fluid mechanics. The modeling of physical fields and nonstationary processes of continuum mechanics, it is desirable to rely on strict rules of construction the numerical objects and related computational algorithms. Synthesis of adaptive the numerical objects and effective arithmetic- logic operations can serve to optimize the whole computing tasks, provided strict following and compliance with the original of the laws of fluid mechanics. The possibility of using ternary logic enables to resolve some contradictions of functional and declarative programming in the implementation of purely applied problems of mechanics. Similar design decisions lead to new numerical schemes tensor mathematics to help optimize effectiveness and validate correctness the simulation results. The most important consequence is the possibility of using interactive graphical techniques for the visualization of intermediate results of modeling, as well as managed to influence the course of computing experiment under the supervision of engineers aerohydrodynamics– researchers.
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