4 papers
Decentralized Optimization with Coupled Constraints
Demyan Yarmoshik, Alexander Rogozin, Nikita Kiselev +3
We consider the decentralized minimization of a separable objective , where the variables are coupled through an affine constraint $\sum_{i=1}^n\left(\math…
Decentralized Optimization with Mixed Affine Constraints
Demyan Yarmoshik, Nhat Trung Nguyen, Alexander Rogozin +1
This paper considers decentralized optimization of convex functions with mixed affine equality constraints involving both local and global variables. Constraints on global variable…
Modeling skiers flows via Wardrope equilibrium in closed capacitated networks
Demyan Yarmoshik, Igor Ignashin, Ekaterina Sikacheva +1
We propose an equilibrium model of ski resorts where users are assigned to cycles in a closed network. As queues form on lifts with limited capacity, we derive an efficient way to…
Stochastic Origin Frank-Wolfe for traffic assignment
Igor Ignashin, Demyan Yarmoshik, Andrei Raigorodskii
In this paper, we present the Stochastic Origin Frank-Wolfe (SOFW) method, which is a special case of the block-coordinate Frank-Wolfe algorithm, applied to the problem of finding…