Research into the Effectiveness of Using the Stochastic Optimization Method in Constructing Discrete Dynamic Models
Bohdan Melnyk, Yuriy Kozak, Nataliya Melnyk, Stepan Trokhaniak, Ivan Dyyak, Mykola Yatsyshyn · 2025
For many problems of modeling the behavior of complex systems, it is necessary to apply optimization procedures. The most effective in this case are stochastic optimization methods. Given the significant number of such methods, the problem of studying their effectiveness on the class of optimization problems arises. The complexity of such research is due to the need to automate the collection of statistical data on the relevant indicators of the effectiveness of a particular method. Obviously, it is worth developing appropriate software for this.This article considers the stochastic method of the guiding cone. Its main and additional parameters are determined, which directly or indirectly affect the effectiveness of the application of this method. An approach to software development is proposed, with the help of which it is possible to study the effectiveness of the method during the parametric identification of discrete dynamic models. Using the developed software, a numerical experiment was conducted to test the computational complexity of the method.General criteria for the effectiveness of optimization methods are determined. A procedure for automating the comprehensive testing of the effectiveness of various optimization algorithms within one stochastic method with changes in various search parameters is proposed. At the same time, the conditions for their application are indicated. The general characteristics of the software being developed are determined, and the choice of the software environment for it is justified. The concept of interaction of the developed software with a complex of computer modeling of complex systems is proposed.For the numerical experiment, a test objective function with a complex functional relief was selected in order to confirm the high efficiency of the selected optimization method. Based on the results of the numerical experiment, conclusions were drawn regarding the conditions for the effectiveness of the application of individual algorithms for solving a specific optimization problem.Directions for further research were formulated.