Development of iterative algorithms for solving the inverse problem using inverse calculations

Authors

DOI:

https://doi.org/10.15587/1729-4061.2020.205048

Keywords:

inverse calculations, function optimization, nonlinear programming, gradient method, inverse problem.

Abstract

Iterative algorithms for solving the inverse problem, presented as a quadratic programming problem, developed by modifying algorithms based on the inverse calculation mechanism are proposed. Iterative algorithms consist in a sequential change of the argument values using iterative formulas until the function reaches the value that most corresponds to the constraint. Two solutions are considered: by determining the shortest distance to the line of the given level determined by the constraint, and by moving along the gradient. This approach was also adapted to solve more general nonlinear programming optimization problems. The solution of four problems is considered: formation of production output and storage costs, optimization of the securities portfolio and storage costs for the given volume of purchases. It is shown that the solutions obtained using iterative algorithms are consistent with the result of using classical methods (Lagrange multiplier, penalty), standard function of the MathCad package. In this case, the greatest degree of compliance was obtained using the method based on constructing the level line; the method based on moving along the gradient is more universal.

The advantage of the algorithms is a simpler computer implementation of iterative formulas, the ability to get a solution in less time than known methods (for example, the penalty method, which requires multiple optimizations of a modified function with a change in the penalty parameter). The algorithms can also be used to solve other nonlinear programming problems of the presented kind.

The paper can be useful for specialists when solving problems in the field of economics, as well as developing decision support systems.

Author Biography

Ekaterina Gribanova, Tomsk State University of Control Systems and Radioelectronics Lenina ave., 40, Tomsk, Russia, 634050

PhD, Associate Professor

Department of Automated Control System

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Published

2020-06-30

How to Cite

Gribanova, E. (2020). Development of iterative algorithms for solving the inverse problem using inverse calculations. Eastern-European Journal of Enterprise Technologies, 3(4 (105), 27–34. https://doi.org/10.15587/1729-4061.2020.205048

Issue

Vol. 3 No. 4 (105) (2020): Mathematics and Cybernetics - applied aspects

Section

Mathematics and Cybernetics - applied aspects

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Copyright (c) 2020 Ekaterina Gribanova

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