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Title of Article

GLOBAL OPTIMIZATION IN THE IDENTIFICATION OF THE MULTISECTOR MODEL OF THE NIZHNI NOVGOROD REGION ECONOMY


Issue
3
Date
2013

Section
INFORMATION TECHNOLOGIES

Article type
scientific article
UDC
541.186
Pages
223-230
Keywords
parameter identification of economic models, global optimization, index method, parallel computing, Peano sweeps.


Authors
Gergel Viktor Pavlovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Olenev Nikolay Nikolaevich
Vychislitelnyy tsentr im. A.A. Dorodnitsyna RAN, Moskva

Ryabov Vasiliy Vladimirovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Barkalov Konstantin Aleksandrovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Sidorov Sergey Vladimirovich
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo


Abstract
The article describes the practical application of information-statistical approach to minimize multiextremal functions with nonconvex constraints in parameter identification problem of regional economic models developed at the Dorodnitsyn Computing Centre of the Russian Academy of Sciences [1]. In general, an identification problem of a mathematical model is to find its unknown parameters from optimal relations reflecting the degree of similarity between the calculated and actual (statistical) data. The optimization problem which arises here is time consuming and multiextremal. In the framework of the approach used, the solution of multi-dimensional problems is reduced to the solution of one-dimensional equivalents. The reduction is based on the use of Peano curves, uniquely mapping a unit interval on the real axis onto a hypercube. We also used a scheme to construct a set of Peano curves («rotating sweeps») which can be effectively applied to solve the problem on a cluster with dozens or hundreds of processors.

File (in Russian)