4 papers · 1 filter
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…
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.