On accelerated coordinate descent methods for searching equilibria in two-stage transportation equilibrium traffic flow distribution model
Optimization and Control
2023-07-21 v1
Abstract
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 numerical solution of this problem, the paper proposes to use the accelerated block-coordinate Nesterov-Stich method with a special choice of block probabilities at each iteration. Theoretical estimates of the complexity of this approach can markedly improve the estimates of previously used approaches. However, in the general case they do not guarantee faster convergence. Numerical experiments with the proposed algorithms are carried out in the paper.
Keywords
Cite
@article{arxiv.2307.10469,
title = {On accelerated coordinate descent methods for searching equilibria in two-stage transportation equilibrium traffic flow distribution model},
author = {Nikita Iltyakov and Mark Obozov and Igor Dyslevski and Demyan Yarmoshik and Meruza Kubentayeva and Alexander Gasnikov},
journal= {arXiv preprint arXiv:2307.10469},
year = {2023}
}
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in Russian language