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math.OC2018
Composite optimization for the resource allocation problem
Anastasiya Ivanova, Pavel Dvurechensky, Alexander Gasnikov +1
In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradie…
math.OC2018
Walrasian Equilibrium and Centralized Distributed Optimization from the point of view of Modern Convex Optimization Methods on the Example of Resource Allocation Problem
Anastasiya Ivanova, Alexander Gasnikov, Evgeni Nurminski +1
We consider the resource allocation problem and its numerical solution. The following constructions are demonstrated: 1) Walrasian price-adjustment mechanism for determining the eq…