12 citations · 46 across the 20 of their papers we have counts for
21 papers
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…
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…
On accelerated coordinate descent methods for searching equilibria in two-stage transportation equilibrium traffic flow distribution model
Nikita Iltyakov, Mark Obozov, Igor Dyslevski +3
The search for equilibrium in a two-stage traffic flow model reduces to the solution of a special nonsmooth convex optimization problem with two groups of different variables. For…
Primal-Dual Gradient Methods for Searching Network Equilibria in Combined Models with Nested Choice Structure and Capacity Constraints
Meruza Kubentayeva, Demyan Yarmoshik, Mikhail Persiianov +8
We consider a network equilibrium model (i.e. a combined model), which was proposed as an alternative to the classic four-step approach for travel forecasting in transportation net…
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…
An evolutionary view on equilibrium models of transport flows
Evgenia Gasnikova, Alexander Gasnikov, Yaroslav Kholodov +1
In this short paper we describe natural logit population games dynamics that explain equilibrium models of origin-destination matrix estimation and (stochastic) traffic assignment…
Finding equilibrium in two-stage traffic assignment model
Ekaterina Kotliarova, Alexander Gasnikov, Evgenia Gasnikova +1
Authors describe a two-stage traffic assignment model. It contains of two blocks. The first block consists of model for calculating correspondence (demand) matrix, whereas the seco…
Finding Equilibria in the Traffic Assignment Problem with Primal-Dual Gradient Methods for Stable Dynamics Model and Beckmann Model
Meruza Kubentayeva, Alexander Gasnikov
In this paper we consider the application of several gradient methods to the traffic assignment problem: we search equilibria in the stable dynamics model (Nesterov and De Palma, 2…
Traffic assignment models. Numerical aspects
Alexander Gasnikov, Evgenia Gasnikova
In this book we describe BMW traffic assignment model and Nesterov-dePalma model. We consider Entropy model for demand matrix. Based on this models we build multi-stage traffic ass…
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…
Strongly convex stochastic online optimization on a unit simplex with application to the mixing least square regression
Anastasia Bayandina, Elena Chernousova, Alexander Gasnikov +1
In this paper we propose a new approach to obtain mixing least square regression estimate by means of stochastic online mirror descent in non-euclidian set-up.
Universal similar triangulars method for searching equilibriums in traffic flow distribution models
Dilyara Baimurzina, Alexander Gasnikov, Evgenia Gasnikova +4
We describe how primal-dual version of Nesterov's Universal Method (with one projection) can be applied to solve the dual problem for the problem of searching equilibrium traffic f…
Primal-Dual Method for Searching Equilibrium in Hierarchical Congestion Population Games
Pavel Dvurechensky, Alexander Gasnikov, Evgenia Gasnikova +3
In this paper, we consider a large class of hierarchical congestion population games. One can show that the equilibrium in a game of such type can be described as a minimum point i…
Primal-dual mirror descent for the stochastic programming problems with functional constraints
Anastasia Bayandina, Alexander Gasnikov, Evgenia Gasnikova +1
We propose primal-dual stochastic mirror descent for the convex optimization problems with functional constraints. We obtain the rate of convergence in terms of probability of larg…
Primal-dual method for searching equillibriums in mixed traffic assignment problems
Alexander Gasnikov, Evgenia Gasnikova, Yurii Nesterov
We consider mixed model of traffic flow distribution in large networks (BMW model, 1954 & Stable Dynamic model, 1999). We build dual problem and consider primal-dual mirror descent…
Searching of equilibriums in hierarchical congestion population games
Alexander Gasnikov, Evgenia Gasnikova, Sergey Matsievsky +1
An universal primal-dual approach of description equilibriums in large class of hierarchical congestion population games is proposed. At the very core of the approach is hierarchy…
Evolutionary interpretations of entropy model for correspondence matrix calculation
Alexander Gasnikov, Evgenia Gasnikova, Mikhail Mendel +1
In the work two ways of evolutionary interpretation of entropy model for correspondence matrix calculation are proposed. Both approaches based on the stochastic chemical kinetic ev…
Entropy linear programming
Alexander Gasnikov, Evgenia Gasnikova, Yurii Nesterov +1
We propose an efficient dual algorithm for ELP based on Fast Gradient Method. The basic idea - to solve properly regularized dual problem.
About universality of entropy in stochastic chemical kinetic models
Alexander Gasnikov, Evgenia Gasnikova
This paper studies the relationship between the Lyapunov function of a macrosystem whose dynamics is governed by the laws of stochastic chemical kinetics and the invariant measure…
Efficient randomized mirror descents in stochastic online convex optimization
Alexander Gasnikov, Yurii Nesterov, Vladimir Spokoiny
In the paper we consider an application of mirror descent (dual averaging) to the stochastic online convex optimization problems. We compare classical mirror descent (Nemirovski-Yu…
On the three-stage version of stable dynamic model
Alexander Gasnikov, Yuriy Dorn, Yurii Nesterov +1
An attempt to merge into a single model, which reduces to the solution of non-smooth convex optimization problem: calculation model of OD-matrix (entropy model), the mode split mod…