4 papers · 1 filter
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…
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…
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…