Optimization and evaluation of parallel IO in BIPS3D parallel irregular application

合集下载

convex optimization中译本

convex optimization中译本

一、导论随着科技的发展和应用,凸优化在各个领域中发挥着越来越重要的作用。

其在工程、金融、计算机科学等领域的应用不断扩展和深化。

对于凸优化的理论和方法的研究,以及文献的翻译与传播变得尤为重要。

本文旨在对凸优化中的一些重要主题和内容进行介绍和讨论,希望能够为相关领域的研究者和读者提供一些参考和帮助。

二、凸优化基本概念1. 凸集与凸函数凸集和凸函数是凸优化中非常基础且重要的概念。

凸集是指集合中任意两个点的线段都在该集合内部的集合。

凸函数则是定义在凸集上的实值函数,其函数图像上的任意两点组成的线段都在函数图像上方。

凸集和凸函数的性质为凸优化问题的理论和方法提供了基础。

2. 凸优化问题的一般形式凸优化问题的一般形式可以表示为:minimize f(x)subject to g_i(x) <= 0, i = 1,2,...,mh_j(x) = 0, j = 1,2,...,p其中,f(x)是要优化的目标函数,g_i(x)和h_j(x)分别为不等式约束和等式约束。

凸优化问题通常要求目标函数和约束函数都是凸的。

三、凸优化中的常见算法1. 梯度下降法梯度下降法是一种常用的优化算法,尤其适用于凸优化问题。

其基本思想是通过计算目标函数的梯度方向,并沿着梯度的负方向进行迭代,以逐步逼近最优解。

2. 拉格朗日乘子法拉格朗日乘子法主要用于处理约束优化问题,通过构建拉格朗日函数并对其进行优化,得到原始优化问题的最优解。

拉格朗日乘子法在凸优化问题中得到了广泛的应用。

3. 内点法内点法是一类迭代法,主要用于求解线性规划和二次规划等凸优化问题。

其优点在于可以较快地收敛到最优解,尤其适用于大规模的凸优化问题。

四、凸优化在科学与工程中的应用凸优化在科学与工程中有着广泛的应用,如在信号处理中的最小二乘问题、在机器学习中的支持向量机、在通信系统中的功率分配问题等。

这些应用不仅推动了凸优化理论的发展,也为实际问题的解决提供了有效的工具和方法。

本科毕业论文外文翻译【范本模板】

本科毕业论文外文翻译【范本模板】

本科毕业论文外文翻译外文译文题目:不确定条件下生产线平衡:鲁棒优化模型和最优解解法学院:机械自动化专业:工业工程学号: 201003166045学生姓名: 宋倩指导教师:潘莉日期: 二○一四年五月Assembly line balancing under uncertainty: Robust optimization modelsand exact solution methodÖncü Hazır , Alexandre DolguiComputers &Industrial Engineering,2013,65:261–267不确定条件下生产线平衡:鲁棒优化模型和最优解解法安库·汉泽,亚历山大·多桂计算机与工业工程,2013,65:261–267摘要这项研究涉及在不确定条件下的生产线平衡,并提出两个鲁棒优化模型。

假设了不确定性区间运行的时间。

该方法提出了生成线设计方法,使其免受混乱的破坏。

基于分解的算法开发出来并与增强策略结合起来解决大规模优化实例.该算法的效率已被测试,实验结果也已经发表。

本文的理论贡献在于文中提出的模型和基于分解的精确算法的开发.另外,基于我们的算法设计出的基于不确定性整合的生产线的产出率会更高,因此也更具有实际意义。

此外,这是一个在装配线平衡问题上的开创性工作,并应该作为一个决策支持系统的基础。

关键字:装配线平衡;不确定性; 鲁棒优化;组合优化;精确算法1.简介装配线就是包括一系列在车间中进行连续操作的生产系统。

零部件依次向下移动直到完工。

它们通常被使用在高效地生产大量地标准件的工业行业之中。

在这方面,建模和解决生产线平衡问题也鉴于工业对于效率的追求变得日益重要。

生产线平衡处理的是分配作业到工作站来优化一些预定义的目标函数。

那些定义操作顺序的优先关系都是要被考虑的,同时也要对能力或基于成本的目标函数进行优化。

就生产(绍尔,1999)产品型号的数量来说,装配线可分为三类:单一模型(SALBP),混合模型(MALBP)和多模式(MMALBP)。

AP微积分单词

AP微积分单词

AP CACULUS WORDS absolutely convergent ,adj绝对收敛antiderivative ,n不定积分binomial theorem ,n二项式定理,二项展开式chain rule ,n链规则calculus ,n微积分学conditionally convergent ,adj条件收敛continuity ,n连续converge ,v收敛definite integral ,n定积分derivative ,n导数differential coefficient ,n微分differential equation ,n微分方程directional derivative ,n方向导数diverge ,v发散divergence ,n散度gradient ,n梯度implicit differentiation ,n隐函数微分implicit function ,n隐函数improper integral ,n广义积分integrable ,adj可积的integral ,n积分integration by parts ,n部分积分法left-hand limit ,n左极限limit ,n极限local maximum ,n极大值local minimum ,n极小值method of lagrange multipliers ,n拉格朗日乘数法multiple integral ,n多重积分partial derivative ,n偏导数polar coordinates ,n极坐标power series ,n幂级数right-hand limit ,n右极限rotation ,n旋度series ,n级数substitution rule ,n替代法则table of integrals ,n积分表taylor’s formula ,n泰勒公式three-dimensional analytic geometry ,n空间解析几何total differential ,n全微分trigonometric substitution ,n三角替代法absolutely convergent绝对收敛absolute value绝对值algebraic function代数函数analytic geometry解析几何antiderivative不定积分approximate integration近似积分approximation近似法、逼近法arbitrary constant任意常数arithmetic series/progression (AP)算数级数asymptotes (vertical and horizontal)(垂直/水平)渐近线average rate of change平均变化率base基数binomial theorem二项式定理,二项展开式Cartesian coordinates笛卡儿坐标(一般指直角坐标) Cartesian coordinates system笛卡儿坐标系Cauch’s Mean Value Theorem柯西均值定理chain rule链式求导法则calculus微积分学closed interval integral闭区间积分coefficient系数conchoid蚌线continuity (函数的)连续性concavity (函数的)凹凸性conditionally convergent有条件收敛continuity连续性critical point临界点cubic function三次函数cylindrical coordinates圆柱坐标decreasing function递减函数decreasing sequence递减数列definite integral定积分derivative导数determinant行列式differential coefficient微分系数differential equation微分方程directional derivative方向导数discontinuity不连续性discriminant (二次函数)判别式disk method圆盘法divergence散度divergent发散的domain定义域dot product点积double integral二重积分ellipse椭圆ellipsoid椭圆体epicycloid外摆线Euler's method (BC)欧拉法expected valued期望值exponential function指数函数extreme value heorem极值定理factorial阶乘finite series有限级数fundamental theorem of calculus微积分基本定理geometric series/progression (GP)几何级数gradient梯度Green formula格林公式half-angle formulas半角公式harmonic series调和级数helix螺旋线higher derivative高阶导数horizontal asymptote水平渐近线horizontal line水平线hyperbola双曲线hyper boloid双曲面implicit differentiation隐函数求导implicit function隐函数improper integral广义积分、瑕积分increment增量increasing function增函数indefinite integral不定积分independent variable自变数inequality不等式ndeterminate form不定型infinite point无穷极限infinite series无穷级数infinite series无限级数inflection point (POI)拐点initial condition初始条件instaneous rate of change瞬时变化率integrable可积的integral积分integrand被积分式integration积分integration by part分部积分法intercept截距intermediate value of Theorem:中间值定理inverse function反函数irrational function无理函数iterated integral逐次积分Laplace transform拉普拉斯变换law of cosines余弦定理least upper bound最小上界left-hand derivative左导数left-hand limit左极限L'Hospital's rule洛必达法则limacon蚶线linear approximation线性近似法linear equation线性方程式linear function线性函数linearity线性linearization线性化local maximum极大值local minimum极小值logarithmic function对数函数MacLaurin series麦克劳林级数maximum最大值mean value theorem (MVT)中值定理minimum最小值method of lagrange multipliers拉格朗日乘数法modulus绝对值multiple integral多重积分multiple倍数multiplier乘子octant卦限open interval integral开区间积分optimization优化法,极值法origin原点orthogonal正交parametric equation (BC)参数方程partial derivative偏导数partial differential equation偏微分方程partial fractions部分分式piece-wise function分段函数parabola抛物线parabolic cylinder抛物柱面paraboloid:抛物面parallepiped平行六面体parallel lines并行线parameter:参数partial integration部分积分partiton:分割period:周期periodic function周期函数perpendicular lines垂直线piecewise defined function分段定义函数plane平面point of inflection反曲点point-slope form点斜式polar axis极轴polar coordinates极坐标polar equation极坐标方程pole极点polynomial多项式power series幂级数product rule积的求导法则quadrant象限quadratic functions二次函数quotient rule商的求导法则radical根式radius of convergence收敛半径range值域(related) rate of change with time (时间)变化率rational function有理函数reciprocal倒数remainder theorem余数定理Riemann sum黎曼和Riemannian geometry黎曼几何right-hand limit右极限Rolle's theorem罗尔(中值)定理root根rotation旋转secant line割线second derivative二阶导数second derivative test二阶导数试验法second partial derivative二阶偏导数series级数shell method (积分)圆筒法sine function正弦函数singularity奇点slant母线slant asymptote斜渐近线slope斜率slope-intercept equation of a line直线的斜截式smooth curve平滑曲线smooth surface平滑曲面solid of revolution旋转体symmetry对称性substitution代入法、变量代换tangent function正切函数tangent line切线tangent plane切(平)面tangent vector切矢量taylor's series泰勒级数three-dimensional analytic geometry空间解析几何total differentiation全微分trapezoid rule梯形(积分)法则。

多目标优化相关书籍

多目标优化相关书籍

多目标优化相关书籍多目标优化(Multi-Objective Optimization)是指在优化问题中,同时考虑多个冲突的目标函数,并寻求一组最优解,这些解组成了所谓的“非支配解集”(Pareto-Optimal Set)或“非支配前沿”(Pareto-Optimal Frontier)。

多目标优化在实际问题中的应用非常广泛,例如工程设计、投资组合管理、交通规划等等。

以下是几本与多目标优化相关的书籍,包含了各种多目标优化方法和技术:1. 《多目标决策优化原理与方法》(Principles of Multi-Objective Decision Making and Optimization)- by Hai Wang这本书介绍了多目标决策优化的基本原理和方法,包括多目标决策的概述、非支配排序算法、进化算法等。

书中还通过案例研究和Matlab代码实现来说明方法的应用。

2. 《多目标优化的演化算法导论》(Introduction to Evolutionary Algorithms for Multi-Objective Optimization)- by Carlos A. Coello Coello, Gary B. Lamont, and David A. Van Veldhuizen这本书详细介绍了演化算法在多目标优化中的应用,包括遗传算法、粒子群优化等。

书中提供了大量的案例研究和实验结果,帮助读者理解演化算法的原理和使用。

3. 《多目标优化的进化算法理论与应用》(Evolutionary Algorithms for Multi-Objective Optimization: Methods and Applications)- by Kalyanmoy Deb这本书提供了一些最新的多目标优化的进化算法技术,包括NSGA-II算法、MOEA/D算法等。

书中还介绍了多目标问题建模和评价指标,以及一些应用案例。

Herth 希望评价模型 (HHI)

Herth 希望评价模型 (HHI)

Herth 希望评价模型 (HHI)
简介
Herth 希望评价模型 (HHI) 是一种用于评估个体希望水平的工具。

它由心理学家 Herth 在20世纪80年代开发,并广泛应用于临
床和研究领域。

目的
HHI 的主要目的是帮助评估个体对未来的期望和希望水平。


个模型可以用来评估人们在面对困难、挫折和逆境时的心理状态和
应对能力。

测量指标
HHI 通过以下指标来评估个体的希望水平:
1. 希望水平:个体对未来的期望和信心水平。

2. 目标设置:个体设定的实际目标和期望。

3. 逆境应对:个体在面对困难和逆境时的应对能力和心理状态。

4. 支持系统:个体所拥有的社会和情感支持。

应用领域
HHI 主要应用于以下领域:
1. 临床实践:在心理咨询和治疗中,评估个体的希望水平,以
制定个性化的治疗计划。

2. 研究领域:在心理学和社会科学研究中,用于了解不同人群
的希望水平和与其他心理变量的关系。

3. 教育领域:在教育环境中,帮助评估学生的希望水平和心理
健康状况,以提供必要的支持和干预措施。

使用建议
在使用 HHI 进行评估时,应注意以下建议:
1. 独立评估:评估希望水平时,应独立进行,不依赖他人的意
见或帮助。

2. 简化策略:使用简单的评估策略,避免法律复杂性和纠纷。

3. 确保可确认性:在使用HHI 时,避免引用无法确认的内容,确保评估结果的可靠性。

通过使用 Herth 希望评价模型 (HHI),我们可以更好地了解个体的希望水平和心理状态,为他们提供相应的支持和干预措施。

佩雷尔曼论文原文

佩雷尔曼论文原文

佩雷尔曼论文原文在西方哲学史上,笛卡尔的理性观是近代西方哲学发展的主导,笛卡尔的唯理性主义立场代表着一种独断式的理性观。

在《新修辞学》中,为探寻价值判断正当性的理性基础,佩雷尔曼逐渐意识到笛卡尔唯理性主义的局限,主张应限制这种流行的理性观,倡导包含多元价值观和多样合理性的合情理性观。

(为更好地理解佩雷尔曼所提出的新理性观,本文从以下四个方面展开论述:一是厘清"理性”一词的两种含义:唯理性与合情理性;二是阐明笛卡尔的唯理性是以数学知识为典型的神圣理性, 这种理性的必然性、普遍性和自明性的特征彰显其自身适用领域仅限于形式领域;三E是在人文科学领域,佩雷尔曼通过限制流行的理性观,倡导包含多元价值观。

"出版这本有关论证的论著,以及其主题与希腊修辞学和论辩术的古老传统之间的联系,构成了跟那种可归于笛卡尔的理性和推理概念的决裂,后者在过去三个世纪的西方哲学中已深深地烙下了自己的印记。

“尽管没有人否认商议和论证的力量是一个合情理的个体的显著标志,但是在过去的三个世纪, 逻辑学家和认识论学者却完全忽视了对用来确保遵从的证明方法的研究。

..... 笛卡尔把自明作为理性的标志,认为只有那些演证才是唯理性的,它们从清楚明白的观念出发,通过不容置疑的证明,把公理的自明性传递到推导出来的定理。

”就本文的主旨而言, -上述两段引文中有如下三个语词值得注意: "reason" 、"rational" 和"reasonable”。

1在大多数英语词典中,后两个语词可以相互替换。

在它们成为佩雷尔曼的关键性术语后,它们被赋予的意义未必是标准英语词典给出的意义,也未必是学者论述或日常用法中具有的意义。

2佩雷尔曼认为,尽管"唯理性的”与“合情理的”源于同一个名词,两者的意义都是合乎理性,但是它们不能相互替换。

我们可以说符合逻辑规则的表达式是唯理性的演绎,但不可以说它是合情理的演绎;相反,我们可以说合情理的妥协,却不可以说唯理性的妥协。

优化设计 英文专著

优化设计 英文专著

优化设计英文专著Optimization Design: A Comprehensive GuideIntroduction:Chapter 1: Fundamentals of Optimization Design- Definition and importance of optimization design- Basic principles and goals of optimization design- Various approaches and methodologies used in optimization designChapter 2: Mathematical Modeling Techniques for Optimization Design- Overview of mathematical modeling in optimization design- Commonly used mathematical models and algorithms- Optimization techniques for linear and nonlinear problems Chapter 3: Multi-objective Optimization Design- Introduction to multi-objective optimization design- Pareto optimality and Pareto frontiers- Multi-objective optimization algorithms and applications Chapter 4: Genetic Algorithms in Optimization Design- Basics of genetic algorithms and their relevance to optimization design- Chromosomes, genes, and fitness functions in genetic algorithms - Applications of genetic algorithms in optimization design Chapter 5: Particle Swarm Optimization in Optimization Design - Overview of particle swarm optimization techniques- Swarm intelligence and social behavior in particle swarmoptimization- Implementing particle swarm optimization in optimization design Chapter 6: Artificial Neural Networks in Optimization Design- Introduction to artificial neural networks and their role in optimization design- Structure, training, and application of artificial neural networks in optimization- Case studies and examples of artificial neural networks in optimization designChapter 7: Real-Life Applications of Optimization Design- Optimization design in engineering and manufacturing- Optimization design in transportation and logistics- Optimization design in finance and investmentChapter 8: Future Trends in Optimization Design- Emerging technologies and methodologies in optimization design - Challenges and opportunities for optimization design in the digital age- Potential applications and impact of optimization design in various fieldsConclusion:- Recap of key concepts and techniques covered in the book- Final thoughts on the significance of optimization design in improving efficiency and effectiveness in various domains Appendix:- Glossary of key terms and definitions- List of references for further reading- Index for easy navigation and reference。

贝尔曼最优公式的证明

贝尔曼最优公式的证明

贝尔曼最优公式的证明贝尔曼最优公式,又称为贝尔曼方程或贝尔曼方程组,是马尔可夫决策过程中的重要概念。

它是由美国数学家Richard E. Bellman在20世纪中期提出的,被广泛应用于优化问题和强化学习中。

贝尔曼最优公式的证明是一个精妙而复杂的过程,本文将以人类的视角进行叙述,让读者更好地理解和感受这个公式的含义。

我们来介绍一下马尔可夫决策过程。

马尔可夫决策过程是一种数学模型,用于描述具有随机性的决策问题。

在这个模型中,决策问题可以被分解为一系列的状态和决策,每个状态都有一个关联的价值,决策的目标就是使得累计的价值最大化。

贝尔曼最优公式就是用来计算每个状态的最优价值的。

假设我们有一个马尔可夫决策过程,其中包含有限个状态和决策。

我们定义一个函数V(s),表示在状态s下的最优价值。

贝尔曼最优公式的核心思想就是,一个状态的最优价值等于该状态下所有可能决策的预期价值的最大值。

具体来说,对于每个状态s,我们考虑在该状态下的所有可能决策。

假设我们选择了某个决策a,那么在下一个状态s'的最优价值就是V(s')。

根据马尔可夫性质,s'的最优价值又等于V(s')。

所以在状态s 下,决策a的预期价值就是当前的收益加上下一个状态的最优价值,即R(s,a) + V(s')。

由于我们不知道下一个状态是什么,只能根据概率分布来估计。

所以我们将所有可能的下一个状态的最优价值乘以对应的概率,并将它们相加,得到决策a在状态s下的预期价值。

这个过程可以用一个求和符号来表示。

状态s的最优价值V(s)就是在所有可能决策的预期价值中取最大值。

这个过程可以用一个求最大值的运算来表示。

通过不断迭代计算,我们可以逐步求得所有状态的最优价值。

最后,我们就可以根据最优价值来选择最优决策,使得累计的价值最大化。

贝尔曼最优公式的证明过程虽然复杂,但它的思想是清晰而直观的。

它告诉我们,在一个马尔可夫决策过程中,我们可以通过计算每个状态的最优价值来得到最优决策。

目标绩效管理(BPM)解决方案-PPT

目标绩效管理(BPM)解决方案-PPT

目标绩效管理的发展:非财务性指标
成本业绩评价时期(19世纪初-20世纪初)简单成本业绩评价阶段较复杂成本业绩评价阶段标准成本业绩评价阶段
财务业绩评价时期(约20世纪初-20世纪90年代)以销售利润率为中心的财务业绩评价阶段以投资报酬率为中心的财务业绩评价阶段以财务指标为主的业绩评价阶段
形而上学
目标绩效管理
无法落地执行
The Mistaken in BPM
目标绩效管理的误区
Introduction to e-cology
第四部分:如何让目标绩效管理真正落地
How to Fall BPM to the Ground
协同办公让目标绩效管理落地
How to Fall BPM to the Ground
企业业绩评价指标体系创新时期(20世纪90年代)核心竞争优势的形成与保持是由多方面因素决定的,那些影响企业战略经营成功的重要因素在业绩评价指标体系中得到了充分的体现,非财务指标日益显得重要。综合平衡计分卡
目标绩效管理的发展:时间的推进
The History of BPM Development
平衡记分卡从四个不同的侧面,将企业的远景和战略转化为目标和考核指标,从而实现对企业绩效进行全方位的监控与管理,而不仅仅局限于财务指标。
泛微目标绩效管理解决方案Introduction to weaver e-BPM
让 目 标 绩 效 管 理 落 地
Contents of the Presentation
第一部分:目标绩效管理的理论体系第二部分:目标绩效管理的难点第三部分:目标绩效管理的误区第四部分:如何让目标绩效管理真正落地第五部分:泛微目标绩效管理的设计理念第六部分:泛微目标绩效管理的功能框架第七部分:泛微目标绩效管理的功能详解第八部分:泛微目标绩效管理的总结及在线演示

鲁棒凸优化问题拟近似解的刻划

鲁棒凸优化问题拟近似解的刻划

应用数学MATHEMATICA APPLICATA2020,33(3):634-642鲁棒凸优化问题拟近似解的刻划孔翔宇1,刘三阳2(1.咸阳师范学院数学与信息科学学院,陕西咸阳712000;2.西安电子科技大学数学与统计学院,陕西西安710071)摘要:本文研究鲁棒凸优化问题拟近似解的最优性条件和对偶理论.首先利用鲁棒优化方法,在由约束函数的共轭函数的上图给出的闭凸锥约束规格条件下,建立了拟近似解的最优性充要条件.其次给出了鲁棒凸优化问题拟近似解在Wolf 型和Mond-weir 型对偶模型下的强(弱)对偶定理.最后给出具体实例验证了本文获得的结果.关键词:鲁棒凸优化;次微分;拟近似解;最优性条件;对偶理论中图分类号:O221.2;O224AMS(2000)主题分类:90C25;90C46文献标识码:A 文章编号:1001-9847(2020)03-0634-091.引言令X,Y,Z 为实Banach 空间,V ⊂Z 为不确定的紧凸集,C ⊂X 为闭凸集,D ⊂Y 为非空闭凸锥,其对偶锥记为D ∗.设f :X →R 为连续的凸函数,向量值函数g :X →Y 称为D -凸函数,也即:如果对任意的x,y ∈X ,t ∈[0,1],满足g (tx +(1−t )y )−tg (x )−(1−t )g (y )∈−D.若−g 为D -凸函数,则称g 为D -凹函数,考虑如下凸优化问题:(P){inf f (x )s.t.x ∈C,−g (x )∈D.问题(P)的约束条件中含有不确定数据,也即g :X ×Z →Y 为连续的D -凸凹函数(任意的v ∈V ,g (·,v )为D -凸函数,对任意的x ∈X,g (x,·)为D -凹函数),此时问题(P)变为如下的不确定性优化问题[1]:(UP){inf f (x )s.t.x ∈C,−g (x,v )∈D.不确定性优化问题是优化问题的一个重要分支,目前处理不确定性优化问题的方法很多,其中鲁棒优化是一种较为常用的办法.鲁棒优化问题[1]致力于保证最坏的解不受不确定性数据对该优化问题的干扰.针对不确定性凸优化问题(UP),其对应的鲁棒凸优化问题描述如下:(RUP){inf f (x )s.t.x ∈C,−g (x,v )∈D,∀v ∈V ,∗收稿日期:2019-06-24基金项目:宁夏高等学校科学研究项目(NGY2017158)作者简介:孔翔宇,男,汉族,吉林人,博士,讲师,研究方向:最优化理论与方法.通讯作者:刘三阳.第3期孔翔宇等:鲁棒凸优化问题拟近似解的刻划635其中v ∈V 为不确定参数,(RUP)的可行集和最优解集分别记为F :={x ∈C :−g (x,v )∈D,∀v ∈V }和S :={x ∈F :f (x )≤f (y ),∀y ∈F }.近些年来,问题(RUP)引起了国内外学者的广泛关注,文[1-3]对鲁棒优化问题精确解的最优性条件和对偶理论进行了研究.但众所周知,许多实际优化问题的精确解并不存在,而且在算法设计中大多数得到的也是近似解,因此研究优化问题的近似解很有必要,故对问题(RUP)近似解的研究十分有意义.目前,一些学者已经致力于问题(RUP)近似解的研究,JIAO 和Lee [4]针对半无限鲁棒凸优化问题的近似解建立了相应的最优性条件和对偶定理,Son [5]等针对无限维约束的非凸规划问题建立了近似解的最优性条件和对偶,Lee 和Lee [6]刻划了含有不确定数据的凸优化问题的近似解,Dutta [7]等给出了优化问题近似KKT 点的终止原则,Chuong 和Kim [8]给出了非光滑多目标优化问题帕累托近似解的Fritz-John 最优性条件,Lee 和JIAO [9]针对不确定数据的鲁棒凸优化问题,建立了拟近似解的最优性条件和对偶理论(拟近似解的概念见第2节).本文是对问题(RUP)的进一步研究,我们将致力于通过最优性条件和对偶刻划鲁棒凸优化问题的拟近似解.文章内容安排如下:第2节,给出本文用到的记号、基本概念和引理等;第3节,在文[13]给出的一种闭凸锥约束规格条件下,建立鲁棒凸优化问题关于拟近似解的最优性条件;最后,在Wolf 型和Mond-Weir 型对偶模型下建立拟近似解的对偶理论,并举例说明所获得的结果.2.预备知识实Banach 空间X 的对偶空间记为X ∗.设A ⊂X ,A 的闭包和凸包分别记为cl(A ),conv(A ).对任意的a 1,a 2∈A ,t ∈[0,1],若ta 1+(1−t )a 2∈A ,则称集合A 是凸集.扩充实值函数f :X →R ∪{+∞}的有效域和上图分别定义为dom f :={x ∈X :f (x )<+∞}和eip f :={(x,r )∈X ×R :f (x )≤r }.扩充实值函数f :X →R ∪{+∞},如果对于t ∈[0,1],x,y ∈X 有f (tx +(1−t )y )≤tf (x )+(1−t )f (y )成立,称函数f 是凸函数.若−f 是凸函数,则称f 是凹函数.f 是凸函数等价于epi f 是凸集.扩充实值函数f :X →R ∪{+∞}在x ∈X 处的次微分定义为∂f (x ):={{x ∗∈X :⟨x ∗,y −x ⟩≤f (y )−f (x ),∀y ∈X },x ∈dom f,∅,否则.对于ε≥0,扩充实值函数f :X →R ∪{+∞}在x ∈X 处的ϵ-次微分定义为∂ϵf (x ):={{x ∗∈X :⟨x ∗,y −x ⟩≤f (y )−f (x )+ϵ,∀y ∈X },x ∈dom f,∅,否则.若对于所有的x ∈X ,有liminf y →x f (y )≥f (x )成立,则称函数f 是下半连续函数.对于凸函数f :X →R ∪{+∞},其共轭函数f ∗:X →R ∪{+∞}定义为f ∗(x ∗):=sup {⟨x ∗,x ⟩−f (x ):x ∈X },x ∗∈X ∗.下面给出问题(RUP)拟近似解的定义和相关的一些引理.定义2.1[4]对于给定ε≥0,x ∈F ,称x 是问题(RUP)的拟ϵ-解,若满足f (x )≤f (x )+√ϵ∥x −x ∥,∀x ∈F .注2.1[10]若x 是问题(RUP)的拟ϵ-解,且扩充实值函数f :X →R ∪{+∞}在有效域内可微,则∥∇f (x )∥≤√ϵ.636应用数学2020约束品行(Constraint Qualification)是刻划数学规划问题最优性的重要条件,本文采用如下约束品行.定义2.2[13]对于问题(RUP),若∀x∈F,∪v∈V,λ∈D∗epi(λg(x,v))∗是闭凸集,则称∪v∈V,λ∈D∗epi(λg(x,v))∗闭凸锥约束品行在x∈F处成立,记为(CQ)成立.引理2.1[11]设f:X→R∪{+∞}是下半连续凸函数,x∈dom f,则epi f∗=∪ϵ≥0{(a,⟨a,x⟩+ϵ−f(x):a∈∂ϵf(x)}.引理2.2[12]令f,g:X→R∪{+∞}是下半连续凸函数,且dom f∩dom g=∅,则有epi(f+g)∗=cl(epi f∗+epi g∗).若函数f,g中至少有一个是连续函数,则epi(f+g)∗=epi f∗+epi g∗.引理2.3[13]设g:X×Z→Y是连续的D-凸凹函数,则∪v∈V,λ∈D∗epi(λg(x,v))∗是凸集.引理2.4[13]g:X×Z→Y是连续的D-凸凹函数,如果存在x∈X,v∈V使得g(x,v)<0,则∪v∈V,λ∈D∗epi(λg(x,v))∗是闭集.3.最优性条件本节建立拟近似解的最优性条件,首先给出如下引理.引理3.1[14]设f:X→R是凸函数,g:X×Z→Y为连续的D-凸凹函数,若V⊂Z且F=∅.则下述结论等价:1)−g(x,v)∈D,x∈C,v∈V⇒f(x)≥0;2)(0,0)∈epi f∗+cl(conv∪v∈V,λ∈D∗epi(λg(x,v))∗).定理3.1设f:X→R是连续凸函数,g:X×Z→Y是连续函数,且对于任意的v∈V,g(·,v)是D-凸函数,假设(CQ)成立,则下述结论等价:1)x是问题(RUP)的拟ϵ-解;2)存在v∈V,λ∈D∗,使得(0,−√ϵ∥x∥−f(x))∈epi f∗+epi(λg(x,v))∗+√ϵB×R+,B表示单位闭球.证由1)⇒2)设x是问题(RUP)的拟ϵ-解,则对于任意的x∈F,f(x)+√ϵ∥x−x∥≥f(x).所以有F⊆{x∈C:f(x)+√ϵ∥x−x∥−f(x)≥0}.令ϕ(x)=f(x)+√ϵ∥x−x∥−f(x).由引理3.1有(0,0)∈epiϕ∗+cl(conv∪v∈V,λ∈D∗epi(λg(x,v))∗).由假设条件,(0,0)∈epiϕ∗+∪v∈V,λ∈D∗epi(λg(x,v))∗.所以存在λ∈D∗,v∈V使得(0,0)∈epiϕ∗+epi(λg(x,v))∗.(3.1)第3期孔翔宇等:鲁棒凸优化问题拟近似解的刻划637下面证明epi ϕ∗=epi f ∗+√ϵB ×[√ϵ∥x ∥+f (x ),+∞).由引理2.2知,epi ϕ∗=epi(f (·)+√ϵ×∥·−x ∥−f (x ))∗=epi f ∗+epi(√ϵ×∥·−x ∥−f (x ))∗.(3.2)因为(√ϵ×∥·−x ∥−f (x ))∗={√ϵ∥x ∥+f (x ),如果∥a ∥≤√ϵ,+∞,否则.由(3.2)知epi ϕ∗=epi f ∗+√ϵB ×[√ϵ∥x ∥+f (x ),+∞).因此,由(3.1)可得存在v ∈V ,λ∈D ∗,使得(0,−√ϵ∥x ∥−f (x ))∈epi f ∗+epi(λg (x,v ))∗+√ϵB ×R +.由2)⇒1)由2)知存在v ∈V ,λ∈D ∗,使得(0,−√ϵ∥x ∥−f (x ))∈epi f ∗+epi(λg (x,v ))∗+√ϵB ×R +.则存在u ∈X,α≥0,ω∈X,β≥0,b ∈B ,r ∈R +使得(0,−√ϵ∥x ∥−f (x ))=(u,f ∗(u )+α)+λ(ω,g ∗(ω,v )+β)+(√ϵb,r ).所以有0=u +λω+√ϵb 和−√ϵ∥x ∥−f (x )=f ∗(u )+α+λ(g ∗(ω,v )+β)+r.故对任意的x ∈X ,−⟨λω,x ⟩−⟨√ϵb,x ⟩−f (x )=⟨u,x ⟩−f (x )≤f ∗(u )=−√ϵ∥x ∥−f (x )−α−λ(g ∗(ω,v )+β)−r.因此对任意的x ∈X ,有f (x )≤⟨λω,x ⟩+⟨√ϵb,x ⟩−√ϵ∥x ∥+f (x )−α−λg ∗(ω,v )−λβ−r ≤⟨λω,x ⟩+⟨√ϵb,x ⟩−√ϵ∥x ∥+f (x )−λg ∗(ω,v )≤⟨λω,x ⟩+√ϵ∥x −x ∥+f (x )−λg ∗(ω,v )≤f (x )+λg (ω,v )+√ϵ∥x −x ∥.又λg (ω,v )≤0,故f (x )≤f (x )+√ϵ∥x −x ∥.所以x 是问题(RUP)的拟ϵ-解.证毕.由引理3.1和定理3.1可得问题(RUP)的拟ϵ-解的最优性条件.定理3.2设f :X →R 是连续凸函数,g :X ×Z →Y 是连续函数,且对于任意的v ∈V,g (·,v )是D -凸函数,假设(CQ)成立,则下述结论等价:1)x 是问题(RUP)的拟ϵ-解;2)存在v ∈V ,λ∈D ∗,使得0∈∂f (x )+∂((λg )(·,v ))(x )+√ϵB ,(3.3)(λg )(x,v )=0.(3.4)证由1)⇔2)638应用数学2020设x 是问题(RUP)的拟ϵ-解,由定理3.1知存在v ∈V ,λ∈D ∗,使得(0,−√ϵ∥x ∥−f (x ))∈epi f ∗+epi(λg (x,v ))∗+√ϵB ×R +.由引理2.1,上式等价于存在v ∈V ,λ∈D ∗,ϵ0≥0,ϵ≥0,使得(0,−√ϵ∥x ∥−f (x ))∈∪ϵ0≥0{(ξ0,⟨ξ0,x ⟩+ϵ0−f (x )):ξ0∈∂ϵ0f (x )}+{(ξ,⟨ξ,x ⟩+ϵ−λg (x,v )):ξ∈∂ϵ(λg )(·,v )(x )}+√ϵB ×R +.即存在v ∈V ,λ∈D ∗,ξ0∈∂ϵ0f (x ),ξ∈∂ϵ(λg )(·,v )(x ),b ∈B ,r ∈R +,ϵ≥0使得(0,−√ϵ∥x ∥−f (x ))=(ξ0,⟨ξ0,x ⟩+ϵ0−f (x ))+(ξ,⟨ξ,x ⟩+ϵ−(λg )(x,v ))+(√ϵb,r ).上式等价于存在v ∈V ,λ∈D ∗,ξ0∈∂ϵ0f (x ),ξ∈∂ϵ(λg )(·,v )(x ),b ∈B ,r ∈R +,ϵ≥0使得0=ξ0+ξ+√ϵb和−√ϵ∥x ∥−f (x )=⟨ξ0,x ⟩+ϵ0−f (x )+⟨ξ,x ⟩+ϵ−(λg )(x,v )+r 成立.即λg (x,v )=ϵ0+ϵ+⟨ξ0+ξ,x ⟩+√ϵ∥x ∥+r.故有0≤ϵ0+ϵ≤ϵ0+ϵ−√ϵ⟨b,x ⟩+√ϵ∥x ∥+r =(λg )(x,v )≤0成立.故存在v ∈V ,λ∈D ∗,使得0∈∂f (x )+∂((λg )(·,v ))(x )+√ϵB ,(λg )(x,v )=0.证毕.4.对偶定理本节将先引入问题(RUP)的Wolfe 型鲁棒对偶问题(WD)和Mond-Weir 型鲁棒对偶问题(MWD),之后分别建立对应的弱对偶定理和强对偶定理.Wolfe 型鲁棒对偶问题(WD)如下(WD) max f (y )+(λg )(y,v )s.t.0∈∂f (y )+∂((λg )(·,v ))(y )+√ϵB ,λ∈D ∗,y ∈X,v ∈V ,ϵ≥0.定理4.1(近似弱对偶定理)给定问题(RUP)的任意可行解x 以及对偶问题(WD)的任意可行解(y,v,λ),f (x )≥f (y )+(λg )(y,v )−√ϵ∥x −y ∥总成立.证设x 和(y,v,λ)分别是问题(RUP)和对偶问题(WD)的可行解.则存在ξ0∈∂f (y ),ξ∈∂((λg )(·,v ))(y ),b ∈B 使得ξ0+ξ+√ϵb =0.所以有f (x )−(f (y )+(λg )(y,v ))≥⟨ξ0,x −y ⟩−(λg )(y,v )=−⟨ξ+√ϵb,x −y ⟩−λg (y,v )≥−((λg )(x,v )−(λg )(y,v ))−⟨√ϵb,x −y ⟩−(λg )(y,v )≥−(λg )(x,v )−√ϵ∥b ∥·∥x −y ∥≥−√ϵ∥x −y ∥.因此f (x )≥f (y )+(λg )(y,v )−√ϵ∥x −y ∥.证毕.第3期孔翔宇等:鲁棒凸优化问题拟近似解的刻划639定理4.2(近似强对偶定理)设f :X →R 是连续凸函数,g :X ×Z →Y 是连续函数,且对于任意的v ∈V ,g (·,v )是D -凸函数,假设(CQ)成立,如果x 是问题(RUP)的拟ϵ-解,则存在v ∈V ,λ∈D ∗使得(x,v,λ)是对偶问题(WD)的拟ϵ-解.证设x ∈F 是问题(RUP)的拟ϵ-解.由定理3.2知,存在v ∈V ,λ∈D ∗使得0∈∂f (x )+∂((λg )(·,v ))(x )+√ϵB ,(λg )(x,v )=0.这说明(x,v,λ)是对偶问题(WD)的可行解,根据定理4.1,对对偶问题(WD)的任一可行解(y,v,λ)有f (x )+(λg )(x,v )−{f (y )+(λg )(y,v )}≥−√ϵ∥x −y ∥+(λg )(x,v )≥−√ϵ∥x −y ∥.故(x,v,λ)是对偶问题(WD)的拟ϵ-解.下面给出Mond-Weir 型鲁棒对偶问题(MWD)(MWD) max f (y )s.t.0∈∂f (y )+∂((λg )(·,v ))(y )+√ϵB ,(λg )(y,v )≥0,λ∈D ∗,y ∈X,v ∈V ,ϵ≥0.定理4.3(近似弱对偶定理)给定问题(RUP)的任意可行解x 以及对偶问题(MWD)的任意可行解(y,v,λ),f (x )≥f (y )−√ϵ∥x −y ∥总成立.证设x 和(y,v,λ)分别是问题(RUP)和对偶问题(MWD)的可行解.则存在ξ0∈∂f (y ),ξ∈∂((λg )(·,v ))(y ),b ∈B 使得ξ0+ξ+√ϵb =0.所以有f (x )−f (y )≥⟨ξ0,x −y ⟩=−⟨ξ+√ϵb,x −y ⟩≥−((λg )(x,v )−(λg )(y,v ))−⟨√ϵb,x −y ⟩≥−(λg )(x,v )−√ϵ∥b ∥·∥x −y ∥+(λg )(y,v )≥−√ϵ∥x −y ∥.因此f (x )≥f (y )−√ϵ∥x −y ∥.证毕.定理4.4(近似强对偶定理)设f :X →R 是连续凸函数,g :X ×Z →Y 是连续函数,且对于任意的v ∈V ,g (·,v )是D -凸函数,假设(CQ)成立,如果x 是问题(RUP)的拟ϵ-解,则存在v ∈V ,λ∈D ∗使得(x,v,λ)是对偶问题(MWD)的拟ϵ-解.证设x ∈F 是问题(RUP)的拟ϵ-解.由定理3.2知,存在v ∈V ,λ∈D ∗使得0∈∂f (x )+∂((λg )(·,v ))(x )+√ϵB ,(λg )(x,v )=0.这说明(x,v,λ)是对偶问题(MWD)的可行解,根据定理4.3,对偶问题(MWD)的任一可行解(y,v,λ)有f (x )−f (y )≥−√ϵ∥x −y ∥.故(x,v,λ)是对偶问题(MWD)的拟ϵ-解.证毕.下面给出一个例子说明Wolfe 型鲁棒对偶问题(WD)和Mond-weir 型鲁棒对偶问题(MWD)的近似对偶理论.例4.1考虑信息不确定下的鲁棒凸优化问题(RUP){min x 21+x 22s.t.x 21−3v 1x 1≤0,v 1∈[−1,1].解设f (x 1,x 2)=x 21+x 22,g 1((x 1,x 2),v 1)=x 21−3v 1x 1.问题(RUP)的可行集F :={(x 1,x 2)∈R 2:x 21−3v 1x 1≤0,v 1∈[−1,1]}={(x 1,x 2)∈R 2:x 1=0,x 2∈R }.640应用数学2020问题(RUP)的拟ϵ-解集S :={(x 1,x 2)∈R 2:x 1=0,−√ϵ2≤x 2≤√ϵ2}.当λ1≥0,v 1∈V 1,(λ1g 1(·,v 1))∗(a )= 0,如果λ1=0,(a +3v 1λ1)24λ1,如果λ1>0.∪λ1≥0,v 1∈V 1epi(λ1g 1(·,v 1))∗=∪λ1>0,v 1∈[−1,1]{(a,r ):r ≥(a +3v 1λ1)24λ1}∪{0}×R +=R ×R +.所以锥∪λ1≥0,v 1∈V 1epi(λ1g 1(·,v 1))∗=R ×R +是闭凸集.问题(RUP)的Wolf 型对偶问题(WD)如下(WD) max f (y 1,y 2)+λ1g 1((y 1,y 2),v 1)s.t.0∈∂f (y 1,y 2)+∂(λ1g 1(·,v 1))(y 1,y 2)+√ϵB ,λ1≥0,v 1∈[−1,1],ϵ≥0.对偶问题(WD)的可行集F W D :={((y 1,y 2),v 1,λ1):0∈∂f (y 1,y 2)+∂(λ1g 1((y 1,y 2),v 1))+√ϵB ,λ1≥0,v 1∈[−1,1],ϵ≥0}.={((y 1,y 2),v 1,λ1):0=2y 1+2λ1y 1−3v 1λ1+√ϵb 1,y 2=−√ϵ2b 2,b 21+b 22≤1,λ1≥0,v 1∈[−1,1],ϵ≥0}.对于任意的(x 1,x 2)∈F ,((y 1,y 2),v 1,λ1)∈F WD ,有f (x 1,x 2)−[f (y 1,y 2)+λ1g 1((y 1,y 2),v 1)−√ϵ∥(x 1,x 2)−(y 1,y 2)∥]=x 22−y 21−y 22−λ1y 21+3v 1λ1y 1+√ϵ√y 21+(x 2−y 2)2=x 22−y 22+(3v 1λ1−λ1y 1−y 1)y 1++√ϵ√y 21+(x 2−y 2)2=x 22−ϵ4b 22+λ1y 21+y 21+√ϵb 1y 1+√ϵ√y 21+(x 2+√ϵ2b 2)2≥(x 2+√ϵ2b 2)2+λ1y 21+√ϵ(b 1y 1−b 2(x 2+√ϵ2b 2))+√ϵ√y 21+(x 2+√ϵ2b 2)2≥√ϵ(b 1y 1−b 2(x 2+√ϵ2b 2))+√ϵ√y 21+(x 2+√ϵ2b 2)2≥−√ϵ√b 21+b 22√y 21+(x 2+√ϵ2b 2)2+√ϵ√y 21+(x 2+√ϵ2b 2)2≥0.故定理4.1成立.再设问题(RUP)的拟ϵ-解(x 1,x 2)∈S ,则x 1=0,−√ϵ2≤x 2≤√ϵ2.令λ1=√ϵ2,v 1=b 1.则((x 1,x 2),v 1,λ1)∈F WD ,且对于任意的((y 1,y 2),v 1,λ1)∈F WD ,f (x 1,x 2)+λ1g 1((x 1,x 2),v 1)−[f (y 1,y 2)+λ1g 1((y 1,y 2),v 1)]第3期孔翔宇等:鲁棒凸优化问题拟近似解的刻划641≥−√ϵ∥(x 1,x 2)−(y 1,y 2)∥+λ1g 1((x 1,x 2),v 1)=−√ϵ∥(x 1,x 2)−(y 1,y 2)∥+λ1(x 12−2v 1x 1)=−√ϵ∥(x 1,x 2)−(y 1,y 2)∥.这说明((x 1,x 2),v 1,λ1)是对偶问题(WD)的拟ϵ-解,故定理4.2成立.问题(RUP)的Mond-weir 型对偶问题(MWD)如下(MWD) max f (y 1,y 2)s.t.0∈∂f (y 1,y 2)+∂(λ1g 1(·,v 1))(y 1,y 2)+√ϵB ,λ1g 1((y 1,y 2),v 1)≥0,λ1≥0,v 1∈[−1,1],ϵ≥0.对偶问题(MWD)的可行集F MWD :={((y 1,y 2),v 1,λ1):0∈∂f (y 1,y 2)+∂(λ1g 1((y 1,y 2),v 1))+√ϵB ,λ1g 1((y 1,y 2),v 1)≥0,λ1≥0,v 1∈[−1,1],ϵ≥0}.={((y 1,y 2),v 1,λ1):0=2y 1+2λ1y 1−3v 1λ1+√ϵb 1,y 2=−√ϵ2b 2,b 21+b 22≤1,λ1g 1((y 1,y 2),v 1)≥0,λ1≥0,v 1∈[−1,1],ϵ≥0}.对于任意的(x 1,x 2)∈F ,((y 1,y 2),v 1,λ1)∈F MWD ,有f (x 1,x 2)−[f (y 1,y 2)+√ϵ∥(x 1,x 2)−(y 1,y 2)∥]≥f (x 1,x 2)−[f (y 1,y 2)+λ1g 1((y 1,y 2),v 1)+√ϵ∥(x 1,x 2)−(y 1,y 2)∥]=x 22−y 22−y 21−λ1y 21+3v 1λ1y 1+√ϵ√y 21+(x 2−y 2)2=x 22−ϵ4b 22+λ1y 21+y 21+√ϵb 1y 1+√ϵ√y 21+(x 2+√ϵ2b 2)2≥(x 2+√ϵ2b 2)2+λ1y 21+√ϵ(b 1y 1−b 2(x 2+√ϵ2b 2))+√ϵ√y 21+(x 2+√ϵ2b 2)2≥√ϵ(b 1y 1−b 2(x 2+√ϵ2b 2))+√ϵ√y 21+(x 2+√ϵ2b 2)2≥−√ϵ√b 21+b 22√y 21+(x 2+√ϵ2b 2)2+√ϵ√y 21+(x 2+√ϵ2b 2)2≥0.故定理4.3成立.再设问题(RUP)的拟ϵ-解(x 1,x 2)∈S ,则x 1=0,−√ϵ2≤x 2≤√ϵ2.令λ1=√ϵ2,v 1=b 1.则((x 1,x 2),v 1,λ1)∈F MWD ,且对于任意的((y 1,y 2),v 1,λ1)∈F MWD ,f (x 1,x 2)−f (y 1,y 2)≥−√ϵ∥(x 1,x 2)−(y 1,y 2)∥.这说明((x 1,x 2),v 1,λ1)是对偶问题(MWD)的拟ϵ-解,故定理4.4成立.5.结论本文对鲁棒优化问题的拟近似解进行了研究,借助约束函数的共轭函数的上图给出的闭凸锥约束规格条件,构建了鲁棒优化问题的最优性条件,之后给出了鲁棒凸优化问题拟近似解在Wolf 型和Mond-weir 型对偶模型下的对偶定理.能否引入其它的约束规格条件建立鲁棒优化问题的最优性条件,以及能否研究鲁棒优化问题其它解的最优性条件是值得考虑的问题.642应用数学2020参考文献:[1]BEN-TAL A,GHAOUI L E,NEMIROVSKI A.Robust Optimization[M].Princeton:Princeton Uni-versity Press,2009.[2]孙祥凯.不确定信息下凸优化问题的鲁棒解刻划[J].数学物理学报,2017,37A(2):257-264.[3]GABREL V,MURAT C,THIELE A.Recent advances in robust optimization:an overview[J].Eur.J.Oper.Res,2014,235:471-483.[4]JIAO L G,LEE J H.Approximate optimality and approximate duality for quasi approximate solutionsin robust convex semidefinite programs[J].J.Optim.Theory Appl.,2018,176:74-93.[5]SON T Q,STRODIOT J J,NGUYEN V H.ϵ-optimality andϵ-Lagrangian duality for a nonconvexprogramming problem with an infinite number of constraints[J].J.Optim.Theory Appl,2009,141: 389-409.[6]LEE J H,LEE G M.Onϵ-solutions for convex optimization problems with uncertainty data[J].Positivity,2012,16:509-526.[7]DUTTA J,DEB K,TULSHYAN R,ARORA R.Approximate KKT points and a proximity measurefor termination[J].J.Glob.Optim.,2013,56:1463-1499.[8]CHUONG T D,KIM D S.Approximate solutions of multiobjective optimization problems[J].Posi-tivity,2016,20:187-207.[9]LEE J H,JIOA L G.On quasiϵ-solution for robust convex optimization problems[J].Optim.Lett,2017,11:1609-1622.[10]LORIDAN P.Necessary conditions forϵ-optimality[J].Math.Progr.Stud.,1982,19:140-152.[11]JEYAKUMAR V.Asymptotic dual conditions characterizing optimality for convex programs[J].J.Optim.Theory Appl.,1997,93:153-165.[12]JEYAKUMAR V,LEE G M,DINH N.Characterization og solution sets of convex vector minizationproblems[J].Eur.J.Oper.Res.,2006,174:1380-1395.[13]JEYAKUMAR V,LI G Y.Strong duality in robust convex programming:complete characterization-s[J].SIAM J.Optim.,2010,20:3384-3407.[14]SUN X K,CHAI Y.On robust duality for fractional programming with uncertainty data[J].Positivity,2014,18:9-28.Characterizations of Quasi Approximate Solution for RobustConvex Optimization ProblemsKONG Xiangyu1,LIU Sanyang2(1.School of Mathematics and Information Science,Xianyang Normal University, Xianyang712000,China;2.School of mathematics and statistics,Xidian University,xi’an710071,China)Abstract:In this paper,we study quasi approximate solution for a robust convex optimization problem in the face of data uncertainty.By using the robust optimization approach,wefirst establish optimality conditions for quasi approximate solution under a closed convex cone constraint qualification which is given by conjugate function for the constraint function.In addition,we also characterize Wolf type and Mond-weir type duality theorems for quasi approximate solution on the robust convex optimization problem.Moreover,some examples are given to illustrate the obtained results.Key words:Robust convex optimization;Subdifferential;Quasi approximate solution;Optimality condition;Duality theorem。

一种改进的粒子群优化算法

一种改进的粒子群优化算法

一种改进的粒子群优化算法袁琳;苑薇薇【摘要】When the PSO algorithm optimization is used in complex problems,it is likely to be trapped at local minima phenomenon, the exploration and exploitation ability of the algorithm were regulated through introducing two criteria in the evolutionary process, the population-fitness-variance and the population-position-variance to preserve population diversity , which can effectively overcome the problem of premature convergence encountered by PSO. In the middle-end of the algorithm, based on the different expression of the particle, the inertia weight adapted by itself , so it can keep the inertia weight diversity. Finally, in this paper, to test four basic math function can improve the optimization capability of it.%针对基本粒子群算法在处理复杂问题时有可能陷入局部极小的现象,引入群体适应度方差及群体位置方差,协调算法的种群多样性,使之能有效地克服基本粒子群算法容易陷入局部收敛的问题.在算法的中后期,根据粒子的表现不同,自适应调整惯性权重,保持群体惯性权重的多样性.通过选取4个基准函数进行测试,验证了改进算法可提高粒子群算法的优化性能.【期刊名称】《沈阳理工大学学报》【年(卷),期】2012(031)003【总页数】4页(P15-18)【关键词】粒子群算法;种群多样性;惯性权重多样性;基准函数测试【作者】袁琳;苑薇薇【作者单位】沈阳理工大学信息科学与工程学院,辽宁沈阳110159;沈阳理工大学信息科学与工程学院,辽宁沈阳110159【正文语种】中文【中图分类】TP18粒子群优化算法是一种基于种群搜索的群智能进化计算技术[1-2],在标准PSO(Particle Swarm Optimization,粒子群优化)算法中,惯性权重是非常重要的参数。

马尔可夫决策过程中的策略评估与改进方法(六)

马尔可夫决策过程中的策略评估与改进方法(六)

马尔可夫决策过程(Markov Decision Process, MDP)是一种用来描述随机决策问题的数学模型。

在MDP中,智能体需要在一个具有随机性的环境中做出决策,以达到最优的累积奖励。

为了实现这一目标,智能体需要不断评估和改进自己的决策策略。

本文将讨论马尔可夫决策过程中的策略评估与改进方法。

策略评估是指在给定策略下,对策略的价值进行评估的过程。

价值函数是衡量每个状态或状态-动作对的好坏的指标。

在MDP中,价值函数可以通过求解贝尔曼方程来进行评估。

贝尔曼方程描述了当前状态的值与下一个状态的值之间的关系。

通过不断迭代贝尔曼方程,可以逐渐计算出每个状态的价值函数。

策略评估的目的是为了了解当前策略的好坏程度,为后续的策略改进提供依据。

在进行策略改进时,我们希望能够找到一个更好的策略,使得智能体可以获得更多的奖励。

一种常用的策略改进方法是贪心策略改进。

在贪心策略改进中,我们基于当前的价值函数,选择使得价值函数增加最多的动作作为新的策略。

通过不断迭代贝尔曼方程和贪心策略改进,智能体可以逐渐找到一个最优的策略。

除了贪心策略改进之外,还有一种更加全局的策略改进方法,即策略迭代。

策略迭代是一种将策略评估和策略改进进行交替进行的方法。

在策略迭代中,首先进行策略评估,然后进行策略改进,直到找到最优的策略为止。

策略迭代相比贪心策略改进可以更加全局地搜索最优策略,但也需要更多的计算量。

除了策略迭代之外,还有一种基于价值函数的策略改进方法,即值迭代。

值迭代是一种直接通过迭代计算最优价值函数,并据此选择最优策略的方法。

值迭代相比策略迭代可以更加高效地找到最优策略,但是需要对整个状态空间进行遍历,计算量较大。

另外,近年来,深度强化学习在马尔可夫决策过程中的应用也取得了很大的进展。

深度强化学习利用神经网络来逼近价值函数或策略函数,可以处理更加复杂的状态空间和动作空间。

深度强化学习不仅可以应用在游戏领域,还可以应用在机器人控制、自动驾驶等领域,取得了很好的效果。

马尔可夫决策过程中的策略评估与改进方法(四)

马尔可夫决策过程中的策略评估与改进方法(四)

马尔可夫决策过程(MDP)是一种用于建模序贯决策问题的数学框架。

在MDP 中,决策者要在不确定性环境中做出一系列决策,以最大化长期奖励。

这种模型在人工智能、控制理论和运筹学等领域有着广泛的应用。

策略评估和改进是MDP中重要的问题,本文将讨论在MDP中策略评估和改进的方法。

首先,我们来介绍MDP中的基本概念。

MDP由五元组(S, A, P, R, γ)组成,其中S是状态空间,A是动作空间,P是状态转移概率,R是奖励函数,γ是折扣因子。

在MDP中,决策者根据当前状态选择动作,环境根据状态转移概率转移到下一个状态,并给予相应的奖励。

决策者的目标是找到一个最优策略,使得长期奖励最大化。

策略评估是指在给定策略的情况下,估计每个状态的价值函数。

价值函数可以衡量一个状态的好坏程度,是决策者在该状态下可以获得的长期奖励的期望。

策略评估的方法有很多种,其中一种常用的方法是迭代法。

迭代法的基本思想是通过不断更新状态的价值函数,直到收敛为止。

具体来说,迭代法包括价值迭代和策略迭代两种方法。

价值迭代是通过反复迭代Bellman最优方程来更新状态的价值函数,直到收敛为止;而策略迭代则是通过交替进行策略评估和策略改进来寻找最优策略。

这些方法都能够有效地评估一个给定策略的好坏程度。

然而,对于MDP中的策略改进来说,事情就变得复杂了。

在MDP中,我们希望找到一个最优的策略,使得长期奖励最大化。

策略改进的目标是寻找一个更好的策略,以替代当前的策略。

一种常用的策略改进方法是贪心策略改进。

贪心策略改进的基本思想是,在给定价值函数的情况下,选择能够使长期奖励最大化的动作作为当前状态的最优动作。

这种方法简单易行,但是在实际应用中,可能会陷入局部最优解,无法找到全局最优策略。

因此,我们需要更加高级的策略改进方法。

另一种常用的策略改进方法是策略迭代。

策略迭代是一种基于价值函数的方法,通过反复进行策略评估和策略改进来寻找最优策略。

策略评估用来估计当前策略的好坏程度,策略改进用来寻找更好的策略。

最优化之多目标规划

最优化之多目标规划

•4. 模型简化:
PPT文档演模板
最优化之多目标规划
PPT文档演模板
最优化之多目标规划
PPT文档演模板
最优化之多目标规划
•四、模型1的求解
• 由于a是任意给定的风险度,到底怎样给定没有一个 准则,不同的投资者有不同的风险度。我们从a=0开始, 以步长△a=0.001进行循环搜索,编制程序如下:
• 有n个决策变量,k个目标函数, m个约束方程,
• 则:

Z=F(X) 是k维函数向量,

(X)是m维函数向量;

G是m维常数向量;

• 对于线性多目标规划问题,可以进一步用矩阵表示:
• 式中:

X 为n 维决策变量向量;

C 为k×n 矩阵,即目标函数系数矩阵;

A 为m×n 矩阵,即约束方程系数矩阵;
•非劣解可以用图1说明。
•图1 多目标规划的劣解与非劣解
• 在图1中,max(f1, f2) . 就方案①和②来说,①

f2 目标值比②大,
但其目标值 f1 比②小,
因此无法确定这两个方
案的优与劣。
• 在各个方案之间,
显然:④比①好,⑤比
④好, ⑥比②好, ⑦比
③好……。
• 而对于方案⑤、 ⑥、⑦之间则无法确 定优劣,而且又没有 比它们更好的其他方 案,所以它们就被称 为多目标规划问题的 非劣解或有效解, •其 余 方 案 都 称 为 劣 解 。 •所 有 非 劣 解 构 成 的 集 合称为非劣解集。
•To Matlab(xxgh5)
•xlabel('a'),ylabel('Q')
PPT文档演模板

Franel不等式的一个改进

Franel不等式的一个改进

Franel不等式的一个改进
魏尚荣[1];杨必成[2]
【期刊名称】《中央民族大学学报:自然科学版》
【年(卷),期】1999(000)001
【摘要】本文用分析的方法,建立如下不等式12n+2/5<nk=11k
-lnn-γ<12n+1/3(n∈N)从而改进了经典的Franel不等式.【总页数】3页(P67-69)
【作者】魏尚荣[1];杨必成[2]
【作者单位】[1]广东肇庆教育学院;[2]广东教育学院
【正文语种】中文
【中图分类】O173
【相关文献】
1.Franel不等式的若干改进 [J], 吴康;杨必成
2.两个几何不等式与一个代数不等式的改进 [J], 桂加谷
3.欧拉不等式一个加强的再改进 [J], 何灯
4.一个对数不等式的改进 [J], 李祥林;马玉军
5.正线性算子的Young型逆不等式的一个改进 [J], 曹海松
因版权原因,仅展示原文概要,查看原文内容请购买。

不完全不确定得分信息下的双边匹配决策

不完全不确定得分信息下的双边匹配决策

不完全不确定得分信息下的双边匹配决策
乐琦
【期刊名称】《浙江大学学报(理学版)》
【年(卷),期】2015(42)3
【摘要】针对不完全不确定得分信息下的双边匹配问题,提出了一种决策方法.首先,描述了不完全不确定得分信息下的双边匹配问题,将不完全不确定得分矩阵转化为不完全满意度矩阵;其次,以每方主体满意度总和最大为目标,考虑一对一匹配约束条件,构建了匹配模型;考虑到模型中的系数已经规范化,运用线性加权法将双目标匹配模型转化为单目标优化模型,进而通过求解单目标优化模型获得匹配方案.最后,通过实例证明了所提方法的可行和有效.
【总页数】5页(P293-297)
【作者】乐琦
【作者单位】江西财经大学信息管理学院,江西南昌330013
【正文语种】中文
【中图分类】C931
【相关文献】
1.基于不完全序值信息的双边匹配决策方法 [J], 乐琦;樊治平
2.不确定偏好序信息下考虑主体心理行为的双边匹配决策方法 [J], 乐琦;张磊;张莉莉
3.得分信息下考虑不确定心理行为的双边匹配 [J], 乐琦
4.基于不完全序关系信息的双边匹配决策方法 [J], 乐琦
5.基于矩阵分解的不完全偏好值信息双边匹配决策 [J], 刘雪庆;王继荣;李军
因版权原因,仅展示原文概要,查看原文内容请购买。

贝尔曼最优公式的证明

贝尔曼最优公式的证明

贝尔曼最优公式的证明贝尔曼最优公式是强化学习中一种重要的算法,它通过迭代的方式计算出最优策略。

在这个过程中,我们以人类的视角来探讨它的证明。

让我们思考一个问题:在一个有限的时间内,如何选择最优的行动策略来最大化累积奖励?这是强化学习面临的核心问题之一。

贝尔曼最优公式正是为了解决这个问题而提出的。

我们假设有一个马尔可夫决策过程(MDP),其中包含状态空间S、动作空间A、状态转移概率P和奖励函数R。

我们的目标是找到一个最优策略π*,使得在任何状态s下,通过执行π*(s)得到的累积奖励最大化。

现在,让我们来推导贝尔曼最优公式的证明。

首先,我们定义一个状态s的值函数V(s),表示从状态s开始,按照最优策略π*执行所能获得的累积奖励的期望值。

换句话说,V(s)是在状态s下所能达到的最大累积奖励。

根据马尔可夫性质,我们知道在任何状态s下,执行一个动作a后,会转移到另一个状态s'的概率是P(s'|s,a)。

那么从状态s开始,按照最优策略π*执行所能获得的累积奖励的期望值,可以表示为:V(s) = max[∑P(s'|s,a)(R(s,a,s')+γV(s'))]其中,∑P(s'|s,a)(R(s,a,s')+γV(s'))表示从状态s执行动作a后,转移到状态s'并获得奖励R(s,a,s')的期望值,γ是折扣因子,用于衡量未来奖励的重要性。

接下来,我们假设已经知道了每个状态的值函数V(s),我们可以通过计算每个状态的最优动作来求解最优策略。

我们定义一个动作函数Q(s,a),表示在状态s下执行动作a所能获得的累积奖励的期望值。

那么,Q(s,a)可以表示为:Q(s,a) = ∑P(s'|s,a)(R(s,a,s')+γV(s'))根据贝尔曼最优公式,我们可以得到:V(s) = max[Q(s,a)]也就是说,一个状态的值函数等于在该状态下所有可能动作的值函数的最大值。

基于改进粒子群优化算法求解旅行商问题

基于改进粒子群优化算法求解旅行商问题

基于改进粒子群优化算法求解旅行商问题
王翠茹;冯海迅;张江维;袁和金
【期刊名称】《微计算机信息》
【年(卷),期】2006(000)08S
【摘要】本文提出了一种改进粒子群优化算法:在算法中引入了速度变异机制和粒子自探索机制。

这种改进后的学习行为更符合自然界生物的学习规律,更有利于粒子发现问题的全局最优解。

用改进后的粒子群算法求解标准的旅行商问题,数字仿真表明了算法有效性。

【总页数】4页(P273-275,306)
【作者】王翠茹;冯海迅;张江维;袁和金
【作者单位】华北电力大学计算机科学与技术学院,保定071003
【正文语种】中文
【中图分类】TP31
【相关文献】
1.改进粒子群优化算法求解旅行商问题 [J], 王翠茹;张江维;王玥;衡军山
2.基于改进粒子群优化算法求解旅行商问题 [J], 王翠茹;冯海迅;张江维;袁和金
3.基于改进粒子群优化算法的弹道求解方法 [J], 崔静;邓方;方浩
4.基于改进粒子群优化算法的变截面涡旋盘瞬时铣削力模型参数求解 [J], 刘涛;张丽芳
5.基于改进粒子群优化算法的冗余机械臂逆运动学求解 [J], 石建平;刘鹏;陈冬云
因版权原因,仅展示原文概要,查看原文内容请购买。

  1. 1、下载文档前请自行甄别文档内容的完整性,平台不提供额外的编辑、内容补充、找答案等附加服务。
  2. 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
  3. 3、如文档侵犯您的权益,请联系客服反馈,我们会尽快为您处理(人工客服工作时间:9:00-18:30)。

Optimization and evaluation of parallel I/O in BIPS3D parallel irregularapplicationRosa Filgueira,David E.Singh,Antonio Garc´ıa LoureiroFlorin Isaila and Jes´u s CarreteroDepartement of Computer Science Department of Electronics and Computer Science University Carlos III of Madrid-Spain Universidad de Santiago de Compostela-Spain {rosaf,desingh,florin,jcarrete}@arcos.inf.uc3m.es antonio@c.esAbstractThis paper presents the optimization and evaluation of parallel I/O for the BIPS3D parallel irregular application, a3-dimensional simulation of BJT and HBT bipolar de-vices.The parallel version of BIPS3D employs Metis,a library for partitioning graphs,finite element meshes,or sparse matrices.First,we show how the partitioning infor-mation provided by Metis can be used in order to improve the performance of parallel I/O.Second,we propose a novel technique,called Interval Data Grouping(IDG),which ex-ploits the data replication of mesh nodes for optimizing the scheduling of the parallelfile operations.Finally,we eval-uate the parallel I/O version of BIPS3D for various existing parallel I/O techniques and present an in-depth analysis of the IDG performance.1IntroductionThe performance of applications accessing large data sets is often limited by the speed of I/O subsystems.Ad-ditionally,the gap between the processor performance on the one hand and the memory and I/O performance keeps increasing at a high rate.Consequently,accessing large amounts of data may cause bottlenecks or underutilization of the computing resources.For this reason,a lot of research has targeted the im-provement of the parallel I/O performance of the data-intensive applications.In this paper,we present the par-allelization and optimization of thefile system accesses of BIPS3D[7],an irregular parallel scientific application.We introduce a novel parallel I/O optimization strategy, IDG,by means of which,we demonstrate that,for certain access patterns,the data access locality may play a more important role than load balance.The paper is structured as follows.Section2briefly overviews the BIPS3D application.Section3presents par-allel I/O systems,optimizations and interfaces.Section4 contains implementation details of the parallel I/O version of IDG.The novel locality-based parallel I/O technique IDG is described in section5.The experimental results are presented in section6.Finally,we summarize in section7.2BIPS3DIn this section we give an overview of the BIPS3D ap-plication.Throughout the paper we will give more details about the particular application phases.BIPS3D is a3-dimensional simulation of BJT and HBT bipolar devices.The goal of the3D simulation is to relate electrical characteristics of the device with its physical and geometrical parameters[1],[2].The basic equations to be solved are Poisson’s equation and electron and hole conti-nuity,in a stationary state.Finite element methods are applied in order to discretize the Poisson equation,hole and electron continuity equations by using tetrahedral elements.The result is an unstructured mesh in which we place more nodes in the areas of union between different areas of the transistor.Using the METIS library[4],this mesh is divided into sub-domains,in such a manner that one sub-domain corre-sponds to one processor.The next step is decoupling the Poisson equation,hole and electron continuity equations, and linearize them using the Newton method.Then we construct,for each sub-domain,in a parallel manner,the part corresponding to the associated linear system.Each of these systems is solved using domain decomposition meth-ods.Finally,the results are written to afile.3Parallel I/O backgroundThe compute nodes of a parallel application may write the data to afile system in parallel.However,if thefile system manages a single disk,the parallel accesses are seri-alized.This is the case with the NFS distributedfile system [9]exporting a localfile system.A true parallel disk access can be obtained from parallelfile systems such as PVFS[6] or GPFS[10],which employ in parallel several I/O severs or mount parallel disks.The processes of a parallel application frequently access a common data set by issuing a large number of small non-contiguous I/O requests.Collective I/O addresses this prob-lem by merging small individual requests into larger global requests in order to optimize the network and disk perfor-mance.Depending on the place where the request merging occurs,one can identify two collective I/O methods.If the requests are merged at the I/O nodes the method is called disk-directed I/O[5,11].If the merging occurs at inter-mediary nodes or at compute nodes the method is called two-phase I/O[2,1].Two-phase I/O is in ROMIO[12],an implementation of MPI-IO interface.Many existingfile systems’interfaces are based on the Portable Operating System Interface(POSIX)[3].The main limitation of POSIX is that it is not addressing the require-ments of high-performance parallel applications.In2005, a working group has started to work at a POSIX I/O API extension,with the goal to make the POSIX I/O API more friendly to HPC,clustering,parallelism,and high concur-rency applications.However,the proposal is in work and it has not been widely adopted yet.List I/O[13]is an interface for describing non contiguous accesses both infile and in memory.Non-contiguous accesses are specified through a list of offsets of contiguous memory orfile regions and a list of lengths.MPI-IO[8]is a standard interface for MPI-based parallel I/O.MPI data types are used by MPI-IO for declar-ing views and for performing non-contiguous accesses.A view is a contiguous window to potentially non-contiguous regions of afile.After declaring a view on afile,a process may see and access non-contiguous regions of thefile in a contiguous manner.4Implementation of parallel I/O in BIPS3D As many parallel scientific applications,BIPS3D con-sists of separate compute and I/O phases.In thefirst phase, based on the input distribution,the Metis library is used for providing a data distribution that would load balance the ing this information,the data mesh is distributed over the processors.Subsequently,the computation is per-formed on the data.Finally,the data is written to thefile system.Number of partitionNode of meshNodopart Figure1.Data distribution exampleAn important observation is that thefinal data format is similar to the initial one.In other words,the partitioning provided by Metis can be used as well for the parallel I/O phase.In the initial BIPS3D version,in thefinal I/O phase, the results were gathered at a root node,which stored the data sequentially to thefile system.In the remainder of this section we describe the details of the parallel implementation.The result of Metis mesh partitioning are the parame-ters of the data distribution over a given number of proces-sors.The distribution is represented as an array of structures distrib.Each element of the distrib array represents a com-pute node and contains,among other information,a vec-tor of structures called nodelist,representing the mesh nodes assigned to the respective compute node by Metis.The node structure contains the following informa-tion:an identifier of the mesh position(id),the num-ber of assigned vertices nr_of_vertices,the ver-tex list vertices,the corresponding compute node processor,and a variable-sized vector load represent-ing the physical parameters corresponding to the materials at each mesh node.Initially,the program distributes to each compute node the corresponding distrib vector element,as shown in the example from Figure1.Subsequently,the computation is performed over the load vector.Finally,the data is stored to disk either se-quentially or in parallel.The following I/O configurations are possible:•sequential I/O over NFS•sequential I/O over PVFS•parallel I/O over PVFS•parallel I/O over PVFS with two-phase I/O•parallel I/O over PVFS with list I/OThe sequential I/O is the original one and was explained in thefirst paragraph of this section.In our configuration NFS or PVFSfile systems can be used.2V00011000011001110110011000111125678121117192224132334910141518162125262027P0P1Figure 2.Mesh distributionexample.Figure 3.Example of a Mesh.In the parallel I/O,each compute node uses the distri-bution information initially obtained from Metis and con-structs a view on the file.The view is based on an MPI data type.One example of a mesh distributed over two compute nodes is illustrated in Figure 2.The vector v0shows to which of the two processors the data is assigned.The first and second entries correspond to compute node 0,the third to compute node 1,and so on.The vectors p0and p1con-tain the file positions where each of the elements of compute node 0and 1are to be stored.In order to achieve the MPI data type MPI_Type_Indexed is used.This data type represents non-contiguous lying data of equal sizes and with different displacements between consecutive elements.Once the view on the common file is declared,the com-pute nodes may write the data to its corresponding file part either independently or collectively,as chosen by the user.5IDG descriptionIn this section we present a novel technique for improv-ing the I/O performance.This technique,called Interval Data Grouping (IDG),exploits the data replication of mesh nodes for scheduling disk accesses in order to improve the performance of the parallel output operation.The goal of IDG is grouping data for I/O in order to increase the locality of data,as opposed to the Metis-based approach presented in the previous section,in which the goal was to improve the load balance.As many other finite element applications,BIPS3D uses tetrahedral meshes for simulating the semiconductor de-vices.These meshes are distributed among the compute nodes using a pre-defined policy which tries to balance the computational load and decrease the communication.Onone hand,the work load is associated to each mesh node 1thus load balance can be expressed as distributing the mesh in close-equal portions.On the other hand,communica-tion is performed between neighboring mesh nodes (con-nected through an edge)possibly assigned to different com-puting nodes.Minimizing the communications is equiva-lent to minimizing the number of edges cut by the partitions.BIPS3D uses Metis mesh partitioner for reaching both req-uisites.Figure 3shows an example of a mesh with 8nodes and 12edges.Once the mesh is partitioned and distributed its nodes are classified into two classes:local and shared.A local node is exclusively assigned to one specific partition and is not replicated.All its neighboring nodes are assigned to the same partition and its associated edges are not cut by the partitions.In contrast,a shared node has at least one edge cut,thus at least one neighboring node is assigned to other partition.Due to boundary conditions,shared nodes are replicated among the neighboring partitions.In the ex-ample of Figure 3,nodes {0,3}are local to partition 0;node {6}is local to partition 1and nodes {1,2,4,5,7}are shared among these two partitions.Note that the complete information of a shared node is replicated,and is computed with redundancy by the BIPS3D application.Note also that after the compute phase,both node replicas contain valid information,and,consequently,can be indistinctly used for performing the output disk operation.IDG algorithm exploits this property for choosing the most appropriate shared nodes for perform-ing the disk access.The criterion used by IDG is increasing data locality for reducing the overall disk write time.Figure 4shows the IDG pseodocode.It consists of two stages:node classification and disk access scheduler.The node classification phase analyzes the mesh structure (using the mesh topology file)and the Metis distribution for clas-sifying mesh nodes into local or shared.This stage works as follows:using the mesh topology,for each node,all its neighboring nodes are retrieved (L1label).This stage re-turns a data structure (called partition1Eachmesh node contains values of different physical measures of thesemiconductor discrete element that represents.This information is read,analyzed and processed by BIPS3D,representing the application compu-tational load.Consequently,we can say that the work load associated with a mesh (or portion)is linearly dependent on the number of nodes that con-tains.3Begin algorithm IDG:input:mesh Mesh topologymetis_distr Metis node distributioninput:idg_distr IDG node distributionNODE CLASSIFICATIONfor each node∈MeshtopologyL1neighbor neighbors(mesh,node)L2add list,node,metislistL4if(metis distr(neighbor))L5add list,node,metispartitions(partitiondistr(node)=metislist(node)L10if(partition=metisdistr(node)=metisdistr(node+1))L11idg distr(node+1)end ifend forend forEnd algorithmFigure4.IDG algorithm pseudocode.Node Neighbors Partition list0013024567104126106241Table1.Data structure of example mesh. shared and a new partition is added to the list(L5).For the example from Figure3,the resulting data structure is shown in Table1.The second stage(Figure4)schedules disk write opera-tions.Each mesh partition is assigned to a different compu-tation node.In the case of local nodes(L7)there is afixed scheduling policy,i.e.they are written by the compute node, which they belong to(L8).In the case of shared nodes,this stage chooses(among all the compute nodes where they are replicated),the most appropriate one.The criterion used for assigning each shared node is to look to its previous and subsequent nodes2.This stage works as follows.For each shared node(L9),its previous node is considered(L10).IfIDG001012103041050161701Table2.IDG distribution of example mesh.its assigned partition belongs to the shared node partition list,then it is associated to the same partition(increasing the locality).Otherwise,we apply the same procedure with the subsequent node(L11).If the considered node is still unassigned after both checks,we assign it to thefirst en-try of its partition list(not shown in thefigure).For the example from Figure3,shared node1is thefirst one con-sidered.Given that previous node(node0)is local,it is assigned to partition0.This procedure is applied to nodes {1,2,4,5,7}.The resulting node assignation can be seen in Table2.6Experimental resultsIn this section we present an extensive evaluation of the parallel I/O version of the BIPS3D application.In thefirst subsectionfive existent I/O techniques are evaluated.The second subsection shows an in-depth analysis of the IDG based on the list I/O technique,which showed the best re-sults in the experiments from thefirst section.We performed our experiments on a cluster of16dual processors Pentium III800MHz,having256KBytes L2 cache and1024MB RAM,interconnected by Fast Ethernet and Myrinet LANai9cards at133MHz,capable of sustain-ing a throughput of2GB/s in each direction.For Myrinet we have used MPICH1.7.15and for Fast Ethernet MPICH1.2.6.The PVFS version1.6.3with a striping factor of64KBytes.6.1Evaluation of existing parallel I/OtechniquesWe have executed BIPS3D for four different meshes, with different number of nodes,having a load between1 and500data entries per node,using4,7,8,10,14par-titions and both Myrinet and Fast Ethernet networks.Our goal was to investigate the relationship among these param-eters and write performance for each mesh in order to pre-dict the most appropriate I/O configuration for each case.We have used the meshes1,2,3for both Myrinet and Fast Ethernet and4only for Myrinet.The four meshes4150100500LoadT i m e (m s c s )Figure 5.Examples of output techniques for mesh 3over Myrinet.consist of 47219,32888,73260and 289650nodes,respec-tively.For each sequential configuration,we report the sum of gather and file write time.For parallel configurations,we report the sum of the time to construct the data type and file write time.All four meshes show simmilar results.Figures 5and and 6show the results of mesh 3for 8partitions.The scale is logarithmic.It can be noticed that the worst performance is obtained for the sequential NFS configuration,which is the one used in the original BIPS3D version.For Myrinet,when the data set is small,the most ad-equate configuration is the parallel two-phase I/O one.For larger sizes the best configuration turns to be list I/O.This is due to the fact that list I/O works with data intervals,which is more efficient for large data blocks.Additionally,for list I/O the data is sent only one time over the network,while for two-phase I/O twice.Therefore,the communicating data volume is much larger for two-phase I/O.On the other hand,for small intervals,the data block management is larger and the locality smaller for list I/O.In this case two-phase I/O is more adequate to utilize,because the network is not con-gested and the overhead of block management lower.For Fast Ethernet,the most adequate I/O configuration is list I/O in all the cases.This is due to the fact that Fast Eth-ernet is considerably slower than Myrinet,which results in a penalty for all the configurations requiring a high number of communication operations,like two-phase I/O.Another good performing configuration is sequential PVFS,due to the small number of communication operations involved.However,this configuration will not scale for larger clus-ters,due to the central point of data gathering.Based on the results from this subsection,we have con-structed a decision tree shown in Figure 7.This tree helps choosing the adequate configuration based on the network type,mesh size and data set size.LoadT i m e (m s e c s )Figure 6.Examples of output techniques of Mesh 3/Fast Ethernet.NetworkNumber of nodesLoadLoadMyrinetFast Ethernet< Nx> Nx< Nld > Nld < Nld>NldTwo-phase IOList I/OTwo-phase IOList I/OList I/OFigure 7.Decision tree for choosing the ade-quate configuration.As shown in Figure 7,when working with a fast network like Myrinet,for networks smaller than 70,000nodes (Nx =70,000)and loads smaller than 90(Nld =90),the best configuration is two-phase I/O.If the load is larger than Nld,the proper configuration is list I/O.If the number of nodes is larger than Nx,for loads smaller than 50(Nld =50)the adequate configuration is two phase I/O and for loads larger than Nld list I/O is recommended.Finally,for Fast Ethernet,the best configuration is list I/O.6.2IDG performance evaluationWe have divided this subsection into three parts:a com-parison of list I/O based IDG technique with other parallel I/O methods,an in-depth analysis of the IDG performance and the evaluation of the IDG overhead.56.2.1Improvement of I/O performanceWe have used IDG technique together list I/O technique. This technique was selected because it showed on average the best performance in the evaluation from the previous subsection.We have compared the performance of IDG with other three strategies:Metis,Random and First Po-sition.Metis uses the original node distribution performed by Metis for parallel I/O.Random approach consists of thefirst stage of IDG tech-nique(node classification)and a variant of the second stage (disk access scheduler).In this second stage variant,each shared node is assigned to a potential partition randomly.Finally,First Position uses the samefirst stage of IDG, but,unlike the Random strategy,instead of choosing a ran-dom value,it chooses the smallest partition(among all pos-sible).The reason for developing these two variants is to evaluate the load balance effect on our proposal.Random strategy will produce more balanced disk schedules than IDG technique,and,in contrast,First Position will produce the worse schedules.Table3shows the characteristics of the considered input meshes.All of them correspond to semiconductor devices used by BIPS3D simulator.Figure8shows the performance of the I/O stage using these proposals together with List I/O technique.Eachfig-ure corresponds to an input mesh where different load pa-rameters are evaluated.We can see that IDG is the most competitive approach in almost all the considered scenarios. We can also observe than the larger number of nodes is,the more the performance increases for IDG.We can also no-tice that both Random and First Position show poor results. Next section analyses the reasons of these performance re-sults.6.2.2Performance evaluationWe have developed different tests for evaluating the sched-uler performance.First,we evaluated the effect of data ag-gregation.Table4shows the number of disk intervals and average length for each mesh using Metis and IDG distribu-tion for8,1632,and64partitions.One interval is defined as a set of consecutive nodes that are assigned to the same partition.That is,a set of consecutive entries(as many en-Mesh13328882896502104372027885Nr.ofpartitions Mesh1313203.8965.567.1126.019.838.763.1306.5171.3642.458.399.811.529.737.9195.4136.7511.744.975.26.919.324.6141.599.1344.431.751.74.313.717.599.2nodes i)−min(assignedavg(assignednodes i represents the number of mesh nodes assigned to each computational node(i)for a disk0,20,40,60,811,21,4Number of Procesors%LoadbalanceFigure10.Percentage of load balance for dif-ferent partitions of mesh3.write operation.Max,min and avg compute,respectively, the maximum,minimum and average value for all the ex-isting compute nodes.We can note that Metis obtains the best results in all the considered scenarios,followed by the Random and IDG approaches.On the other hand,First Po-sition run results in a poor load balance.IDG produces good balanced distributions when the number of partitions is not very large.For8partitions,IDG generates more unbalanced accesses than Metis.Note that load balance has not an im-portant impact on the disk access performance,for instance when comparing the performance of Random and First Po-sition in Figure8.The latter one is considerably more un-balanced,but obtains better performance results than Ran-dom approach.Similar results were obtained when compar-ing IDG and Metis.6.2.3IDG overheadWe have evaluated the IDG overhead by using two metrics: CPU time and the memory consumption.Figure11shows the inspector execution time(in secs.)for mesh3and all partitions using logarithmic scale.For each measurement we divided the time of each stage into a node classification component(labeled Time red in thefigure)and a disk access7Number of ProcesorsI n s p e c t o r E x e c u t i o n T i m eFigure putation time (in secs.)of IDG algorithm of mesh 3.scheduler component (labeled time IDG).We can see that the former one in negligible if compared with the latter.The overall execution time of IDG algorithm is very small.Also,it is important to remark,that the IDG inspector is applied once (for a given mesh partition)and its information can be reused during different disk write operations 3.In this figure we also notice that the inspector overhead linearly increases with the number of partitions,which demonstrates the scalability of the solution.7ConclusionsIn this paper we presented the optimization and evalua-tion of parallel I/O operations for BIPS3D parallel irregu-lar application.First of all we showed how we parallelized the file access operation by using the partitioning informa-tion provided by Metis library.Then,we introduced a novel technique,called Interval Data Grouping (IDG),which ex-ploits the data replication of mesh nodes for scheduling disk accesses in order to improve the performance of the parallel output operation.In the evaluation section we have evaluated several ex-isting I/O techniques and found out that list I/O performed the best for BIPS3D ing list I/O,we have compared IDG with three different I/O strategies,including the initial Metis based strategies.IDG performed better in most of the cases,even though it did not achieve the best load balance.This is due to the high locality of write oper-ations,which,for this application,is shown to play a more important role than the load balance.References[1]R.Bordawekar.Implementation of Collective I/O in the In-tel Paragon Parallel File System:Initial Experiences.In。

相关文档
最新文档