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arXiv 1507.07375math.OCq-bio.MN
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光滑函数的DC加速算法

Accelerating the DC algorithm for smooth functions

Francisco J. Aragón Artacho, Ronan M. T. Fleming, Phan T. Vuong

摘要:

本文介绍了两种新的最小化凸函数光滑差的算法,它们加速了经典DC算法的收敛。我们证明了由DCA计算的点可以用来定义在该点处评估的目标函数的下降方向。我们的算法是基于DCA的组合,连同使用这个下降方向的线搜索步骤。在目标函数具有Lojasiewicz性质的条件下,证明了算法的收敛性,并分析了算法的收敛速率。我们将我们的算法应用到一类光滑的DC程序中产生的生化反应网络的研究,其中的目标函数是真正的解析,从而满足Lojasiewicz属性。对各种生化模型的数值测试清楚地表明,我们的算法优于DCA,在计算时间和迭代次数方面平均快四倍以上。数值实验表明,该算法是全局收敛到各种生化网络的非平衡稳态,只有化学一致的网络拓扑结构的限制。

英文摘要:

We introduce two new algorithms to minimise smooth difference of convex (DC) functions that accelerate the convergence of the classical DC algorithm (DCA). We prove that the point computed by DCA can be used to define a descent direction for the objective function evaluated at this point. Our algorithms are based on a combination of DCA together with a line search step that uses this descent direction. Convergence of the algorithms is proved and the rate of convergence is analysed under the Lojasiewicz property of the objective function. We apply our algorithms to a class of smooth DC programs arising in the study of biochemical reaction networks, where the objective function is real analytic and thus satisfies the Lojasiewicz property. Numerical tests on various biochemical models clearly show that our algorithms outperforms DCA, being on average more than four times faster in both computational time and the number of iterations. Numerical experiments show that the algorithms are globally convergent to a non-equilibrium steady state of various biochemical networks, with only chemically consistent restrictions on the network topology.

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