11 citations · 13 across the 5 of their papers we have counts for
6 papers
Stochastic optimization for dynamic pricing
Dmitry Pasechnyuk, Pavel Dvurechensky, Sergey Omelchenko +1
We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers an…
The recovery model for the calculation of correspondence matrix for Moscow
Anastasiya Ivanova, Sergey Omelchenko, Ekaterina Kotliarova +1
In this paper, we consider the problem of restoring the correspondence matrix based on the observations of real correspondences in Moscow. Following the conventional approach, the…
Accelerated and nonaccelerated stochastic gradient descent with inexact model
Darina Dvinskikh, Alexander Tyurin, Alexander Gasnikov +1
In this paper, we propose a new way to obtain optimal convergence rates for smooth stochastic (strong) convex optimization tasks. Our approach is based on results for optimization…
Accelerated gradient sliding and variance reduction
Darina Dvinskikh, Sergey Omelchenko, Alexander Tyurin +1
We consider sum-type strongly convex optimization problem (first term) with smooth convex not proximal friendly composite (second term). We show that the complexity of this problem…
Adaptive Similar Triangles Method: a Stable Alternative to Sinkhorn's Algorithm for Regularized Optimal Transport
Pavel Dvurechensky, Alexander Gasnikov, Sergey Omelchenko +1
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both…
Toy model for traffic flow splitting
Mikhail Blinkin, Alexander Gasnikov, Sergey Omelchenko +1
We propose a simple dynamic model splitting users of the transport network by type of movement: personal transport and public transport. A distinctive feature proposed in the artic…