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On some stochastic mirror descent methods for constrained online optimization problems
Computer Research and Modeling, 2019, v. 11, no. 2, pp. 205-217Views (last year): 42.The problem of online convex optimization naturally occurs in cases when there is an update of statistical information. The mirror descent method is well known for non-smooth optimization problems. Mirror descent is an extension of the subgradient method for solving non-smooth convex optimization problems in the case of a non-Euclidean distance. This paper is devoted to a stochastic variant of recently proposed Mirror Descent methods for convex online optimization problems with convex Lipschitz (generally, non-smooth) functional constraints. This means that we can still use the value of the functional constraint, but instead of (sub)gradient of the objective functional and the functional constraint, we use their stochastic (sub)gradients. More precisely, assume that on a closed subset of n-dimensional vector space, N convex Lipschitz non-smooth functionals are given. The problem is to minimize the arithmetic mean of these functionals with a convex Lipschitz constraint. Two methods are proposed, for solving this problem, using stochastic (sub)gradients: adaptive method (does not require knowledge of Lipschitz constant neither for the objective functional, nor for the functional of constraint) and non-adaptivemethod (requires knowledge of Lipschitz constant for the objective functional and the functional of constraint). Note that it is allowed to calculate the stochastic (sub)gradient of each functional only once. In the case of non-negative regret, we find that the number of non-productive steps is O(N), which indicates the optimality of the proposed methods. We consider an arbitrary proximal structure, which is essential for decisionmaking problems. The results of numerical experiments are presented, allowing to compare the work of adaptive and non-adaptive methods for some examples. It is shown that the adaptive method can significantly improve the number of the found solutions.
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Analysis of a numerical method for studying upward flame spread over solid material
Computer Research and Modeling, 2018, v. 10, no. 6, pp. 755-774Views (last year): 33.Reduction of the fire hazard of polymeric materials is one of the important scientific and technical problems. Since complexity of experimental procedures associated with flame spread, establishing reacting flows theoretical basics turned out to be crucial field of modern fundamental science. In order to determine parameters of flame spread over solid combustible materials numerical modelling methods have to be improved. Large amount of physical and chemical processes taking place needed to be resolved not just separately one by one but in connection with each other in gas and solid phases.
Upward flame spread over vertical solid combustible material is followed by unsteady eddy structures of gas flow in the vicinity of flame zone caused by thermal instability and natural convection forces accelerating hot combustion products. At every moment different amount of heat energy is transferred from hot gas-phase flame to solid material because of eddy flow structures. Therefore, satisfactory heat flux and eddy flow modelling are important to estimate flame spread rate.
In the current study we evaluated parameters of numerical method for flame spread over solid combustible material problem taking into account coupled nature of complex interaction between gas phase, solid material and eddy flow resulted from natural convection. We studied aspects of different approximation schemes used in differential equations integration process over space and time, of fields relaxation during iterations procedure carried out inside time step, of different time step values.
Mathematical model formulated allows to simulate flame spread over solid combustible material. Fluid dynamics is modeled by Navier – Stokes system of equations, eddy flow is described by combined turbulent model RANS–LES (DDES), turbulent combustion is resolved by modified turbulent combustion model Eddy Break-Up taking into account kinetic effects, radiation transfer is modeled by spherical harmonics method of first order approximation (P1). The equations presented are solved in OpenFOAM software.
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Conversion of the initial indices of the technological process of the smelting of steel for the subsequent simulation
Computer Research and Modeling, 2017, v. 9, no. 2, pp. 187-199Views (last year): 6. Citations: 1 (RSCI).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.
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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. -
The computational algorithm for studying internal laminar flows of a multicomponent gas with different-scale chemical processes
Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1169-1187The article presented the computational algorithm developed to study chemical processes in the internal flows of a multicomponent gas under the influence of laser radiation. The mathematical model is the gas dynamics’ equations with chemical reactions at low Mach numbers. It takes into account dissipative terms that describe the dynamics of a viscous heat-conducting medium with diffusion, chemical reactions and energy supply by laser radiation. This mathematical model is characterized by the presence of several very different time and spatial scales. The computational algorithm is based on a splitting scheme by physical processes. Each time integration step is divided into the following blocks: solving the equations of chemical kinetics, solving the equation for the radiation intensity, solving the convection-diffusion equations, calculating the dynamic component of pressure and calculating the correction of the velocity vector. The solution of a stiff system of chemical kinetics equations is carried out using a specialized explicit second-order accuracy scheme or a plug-in RADAU5 module. Numerical Rusanov flows and a WENO scheme of an increased order of approximation are used to find convective terms in the equations. The code based on the obtained algorithm has been developed using MPI parallel computing technology. The developed code is used to calculate the pyrolysis of ethane with radical reactions. The superequilibrium concentrations’ formation of radicals in the reactor volume is studied in detail. Numerical simulation of the reaction gas flow in a flat tube with laser radiation supply is carried out, which is in demand for the interpretation of experimental results. It is shown that laser radiation significantly increases the conversion of ethane and yields of target products at short lengths closer to the entrance to the reaction zone. Reducing the effective length of the reaction zone allows us to offer new solutions in the design of ethane conversion reactors into valuable hydrocarbons. The developed algorithm and program will find their application in the creation of new technologies of laser thermochemistry.
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Identification of a controlled object using frequency responses obtained from a dynamic neural network model of a control system
Computer Research and Modeling, 2017, v. 9, no. 5, pp. 729-740Views (last year): 10.We present results of a study aimed at identification of a controlled object’s channels based on postprocessing of measurements with development of a model of a multiple-input controlled object and subsequent active modelling experiment. The controlled object model is developed using approximation of its behavior by a neural network model using trends obtained during a passive experiment in the mode of normal operation. Recurrent neural network containing feedback elements allows to simulate behavior of dynamic objects; input and feedback time delays allow to simulate behavior of inertial objects with pure delay. The model was taught using examples of the object’s operation with a control system and is presented by a dynamic neural network and a model of a regulator with a known regulation function. The neural network model simulates the system’s behavior and is used to conduct active computing experiments. Neural network model allows to obtain the controlled object’s response to an exploratory stimulus, including a periodic one. The obtained complex frequency response is used to evaluate parameters of the object’s transfer system using the least squares method. We present an example of identification of a channel of the simulated control system. The simulated object has two input ports and one output port and varying transport delays in transfer channels. One of the input ports serves as a controlling stimulus, the second is a controlled perturbation. The controlled output value changes as a result of control stimulus produced by the regulator operating according to the proportional-integral regulation law based on deviation of the controlled value from the task. The obtained parameters of the object’s channels’ transfer functions are close to the parameters of the input simulated object. The obtained normalized error of the reaction for a single step-wise stimulus of the control system model developed based on identification of the simulated control system doesn’t exceed 0.08. The considered objects pertain to the class of technological processes with continuous production. Such objects are characteristic of chemical, metallurgic, mine-mill, pulp and paper, and other industries.
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Application of a hybrid large-particle method to the computation of the interaction of a shock wave with a gas suspension layer
Computer Research and Modeling, 2020, v. 12, no. 6, pp. 1323-1338For a non-homogeneous model transport equation with source terms, the stability analysis of a linear hybrid scheme (a combination of upwind and central approximations) is performed. Stability conditions are obtained that depend on the hybridity parameter, the source intensity factor (the product of intensity per time step), and the weight coefficient of the linear combination of source power on the lower- and upper-time layer. In a nonlinear case for the non-equilibrium by velocities and temperatures equations of gas suspension motion, the linear stability analysis was confirmed by calculation. It is established that the maximum permissible Courant number of the hybrid large-particle method of the second order of accuracy in space and time with an implicit account of friction and heat exchange between gas and particles does not depend on the intensity factor of interface interactions, the grid spacing and the relaxation times of phases (K-stability). In the traditional case of an explicit method for calculating the source terms, when a dimensionless intensity factor greater than 10, there is a catastrophic (by several orders of magnitude) decrease in the maximum permissible Courant number, in which the calculated time step becomes unacceptably small.
On the basic ratios of Riemann’s problem in the equilibrium heterogeneous medium, we obtained an asymptotically exact self-similar solution of the problem of interaction of a shock wave with a layer of gas-suspension to which converge the numerical solution of two-velocity two-temperature dynamics of gassuspension when reducing the size of dispersed particles.
The dynamics of the shock wave in gas and its interaction with a limited gas suspension layer for different sizes of dispersed particles: 0.1, 2, and 20 ìm were studied. The problem is characterized by two discontinuities decay: reflected and refracted shock waves at the left boundary of the layer, reflected rarefaction wave, and a past shock wave at the right contact edge. The influence of relaxation processes (dimensionless phase relaxation times) to the flow of a gas suspension is discussed. For small particles, the times of equalization of the velocities and temperatures of the phases are small, and the relaxation zones are sub-grid. The numerical solution at characteristic points converges with relative accuracy O(10−4) to self-similar solutions.
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Neuro-fuzzy model of fuzzy rules formation for objects state evaluation in conditions of uncertainty
Computer Research and Modeling, 2019, v. 11, no. 3, pp. 477-492Views (last year): 12.This article solves the problem of constructing a neuro-fuzzy model of fuzzy rules formation and using them for objects state evaluation in conditions of uncertainty. Traditional mathematical statistics or simulation modeling methods do not allow building adequate models of objects in the specified conditions. Therefore, at present, the solution of many problems is based on the use of intelligent modeling technologies applying fuzzy logic methods. The traditional approach of fuzzy systems construction is associated with an expert attraction need to formulate fuzzy rules and specify the membership functions used in them. To eliminate this drawback, the automation of fuzzy rules formation, based on the machine learning methods and algorithms, is relevant. One of the approaches to solve this problem is to build a fuzzy neural network and train it on the data characterizing the object under study. This approach implementation required fuzzy rules type choice, taking into account the processed data specificity. In addition, it required logical inference algorithm development on the rules of the selected type. The algorithm steps determine the number and functionality of layers in the fuzzy neural network structure. The fuzzy neural network training algorithm developed. After network training the formation fuzzyproduction rules system is carried out. Based on developed mathematical tool, a software package has been implemented. On its basis, studies to assess the classifying ability of the fuzzy rules being formed have been conducted using the data analysis example from the UCI Machine Learning Repository. The research results showed that the formed fuzzy rules classifying ability is not inferior in accuracy to other classification methods. In addition, the logic inference algorithm on fuzzy rules allows successful classification in the absence of a part of the initial data. In order to test, to solve the problem of assessing oil industry water lines state fuzzy rules were generated. Based on the 303 water lines initial data, the base of 342 fuzzy rules was formed. Their practical approbation has shown high efficiency in solving the problem.
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Subgradient methods with B.T. Polyak-type step for quasiconvex minimization problems with inequality constraints and analogs of the sharp minimum
Computer Research and Modeling, 2024, v. 16, no. 1, pp. 105-122In this paper, we consider two variants of the concept of sharp minimum for mathematical programming problems with quasiconvex objective function and inequality constraints. It investigated the problem of describing a variant of a simple subgradient method with switching along productive and non-productive steps, for which, on a class of problems with Lipschitz functions, it would be possible to guarantee convergence with the rate of geometric progression to the set of exact solutions or its vicinity. It is important that to implement the proposed method there is no need to know the sharp minimum parameter, which is usually difficult to estimate in practice. To overcome this problem, the authors propose to use a step adjustment procedure similar to that previously proposed by B. T. Polyak. However, in this case, in comparison with the class of problems without constraints, it arises the problem of knowing the exact minimal value of the objective function. The paper describes the conditions for the inexactness of this information, which make it possible to preserve convergence with the rate of geometric progression in the vicinity of the set of minimum points of the problem. Two analogs of the concept of a sharp minimum for problems with inequality constraints are considered. In the first one, the problem of approximation to the exact solution arises only to a pre-selected level of accuracy, for this, it is considered the case when the minimal value of the objective function is unknown; instead, it is given some approximation of this value. We describe conditions on the inexact minimal value of the objective function, under which convergence to the vicinity of the desired set of points with a rate of geometric progression is still preserved. The second considered variant of the sharp minimum does not depend on the desired accuracy of the problem. For this, we propose a slightly different way of checking whether the step is productive, which allows us to guarantee the convergence of the method to the exact solution with the rate of geometric progression in the case of exact information. Convergence estimates are proved under conditions of weak convexity of the constraints and some restrictions on the choice of the initial point, and a corollary is formulated for the convex case when the need for an additional assumption on the choice of the initial point disappears. For both approaches, it has been proven that the distance from the current point to the set of solutions decreases with increasing number of iterations. This, in particular, makes it possible to limit the requirements for the properties of the used functions (Lipschitz-continuous, sharp minimum) only for a bounded set. Some computational experiments are performed, including for the truss topology design problem.
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