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In this paper, we propose a new primal-dual algorithmic framework for a class of convex-concave saddle point problems frequently arising from image processing and machine learning. Our algorithmic framework updates the primal variable…
We present a unified framework based on primal-dual stochastic mirror descent for approximately solving infinite-horizon Markov decision processes (MDPs) given a generative model. When applied to an average-reward MDP with $A_{tot}$ total…
The equation of motion of a general class of macroscopic traffic flow models is linearized around a steady uniform flow. A closed-form solution of a boundary-initial value problem is obtained, and it is used to describe several phenomena.…
In this paper we consider the problem of estimating emissions due to vehicular traffic on complex networks, and minimizing their effect by regulating traffic at junctions. For the traffic evolution, we consider a Generic Second Order Model,…
In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…
Replacing positivity constraints by an entropy barrier is popular to approximate solutions of linear programs. In the special case of the optimal transport problem, this technique dates back to the early work of Schr\"odinger. This approach…
In this paper, we introduce a unified framework for studying various cloud traffic management problems, ranging from geographical load balancing to backbone traffic engineering. We first abstract these real-world problems as a…
This paper presents a fast first-order method for solving the quasi-static contact problem with the Coulomb friction. It is known that this problem can be formulated as a second-order cone linear complementarity problem, for which…
In this work, we consider a time-varying stochastic saddle point problem in which the objective is revealed sequentially, and the data distribution depends on the decision variables. Problems of this type express the distributional…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
User equilibrium is a central concept for studying transportation networks, and one can view it as the result of a dynamical process of drivers' route choice behavior. In this paper, based on a definition of O-D First-In-First-Out…
In this paper we propose a primal-dual dynamical approach to the minimization of a structured convex function consisting of a smooth term, a nonsmooth term, and the composition of another nonsmooth term with a linear continuous operator. In…
In this paper,we present an inexact primal-dual method with correction step for a saddle point problem by introducing the notations of inexact extended proximal operators with symmetric positive definite matrix $D$. Relaxing requirement on…
We show that all existing deterministic microscopic traffic models with identical drivers (including both two-phase and three-phase models) can be understood as special cases from a master model by expansion around well-defined ground…
We consider a general optimization problem of minimizing a composite objective functional defined over a class of probability distributions. The objective is composed of two functionals: one is assumed to possess the variational…
We propose and analyze several inexact regularized Newton-type methods for finding a global saddle point of convex-concave unconstrained min-max optimization problems. Compared to first-order methods, our understanding of second-order…
We provide several applications of Optimistic Mirror Descent, an online learning algorithm based on the idea of predictable sequences. First, we recover the Mirror Prox algorithm for offline optimization, prove an extension to Holder-smooth…
We propose a new image restoration model based on the minimized surface regularization. The proposed model closely relates to the classical smoothing ROF model \cite{4}. We can reformulate the proposed model as a min-max problem and solve…
In vehicular traffic planning it is a long standing problem how to assign demand such on the available model of a road network that an equilibrium with regard to travel time or generalized costs is realized. For pedestrian traffic this…
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 expressed as a cost of arriving before or after the…