English

Efficient calculation of stochastic equilibriums in the Beckmann's and stable dynamic models

Optimization and Control 2016-05-03 v9

Abstract

We propose composite approache to the special sum-type convex optimization problem with affine restriction and special entropy type regularization. Since the fuctional has a penalty type form, we reformulate initial conditional optimization problem in a special unconstrained form that allows us to put the penalty type functional into the composite term. We also describe the characteristic functions on graphs technique (Yu. Nesterov, 2007) in application to the dual problem.

Keywords

Cite

@article{arxiv.1505.07492,
  title  = {Efficient calculation of stochastic equilibriums in the Beckmann's and stable dynamic models},
  author = {Alexander Gasnikov and Evgenia Gasnikova and Pavel Dvurechensky and Egor Ershov and Anastasia Lagunovskaya},
  journal= {arXiv preprint arXiv:1505.07492},
  year   = {2016}
}

Comments

16 pages, in Russian