1 citations · 1 across the 3 of their papers we have counts for
5 papers
Complexity of Multiblock Convex-Concave Saddle-Point Problems with General Smooth Coupling
Nhat Trung Nguyen, Ivan Dorofeev, Irina Podlipnova +2
We study multiblock convex--concave saddle-point problems of the form , with separately charged partial-gradient oracles for all three objective c…
Smooth or Separable? Sparse Block Acceleration for Entropy-Regularized Linear Programs
Irina Podlipnova, Maxim Mashtaler, Artem Agafonov +2
We study entropy-regularized linear programs with sparse affine constraints and compare two exact dual representations induced by whether a redundant normalization constraint is re…
Finance-Grounded Optimization For Algorithmic Trading
Kasymkhan Khubiev, Mikhail Semenov, Irina Podlipnova +1
Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligenc…
An Equilibrium Dynamic Traffic Assignment Model with Linear Programming Formulation
Victoria Guseva, Ilya Sklonin, Irina Podlipnova +2
In this paper, we consider a dynamic equilibrium transportation problem. There is a fixed number of cars moving from origin to destination areas. Preferences for arrival times are…
Sufficient conditions for multi-stages traffic assignment model to be the convex optimization problem
Evgenia Gasnikova, Alexander Gasnikov, Demyan Yarmoshik +7
In this paper we consider multi-stages traffic assignment with several demand layers, user types and network types. We consider two stages: demand matrix calculation (Entropy Wilso…