Related papers: Traffic assignment models. Numerical aspects
In this work we collect and compare to each other many different numerical methods for regularized regression problem and for the problem of projection on a hyperplane. Such problems arise, for example, as a subproblem of demand matrix…
By adding entropic regularization, multi-marginal optimal transport problems can be transformed into tensor scaling problems, which can be solved numerically using the multi-marginal Sinkhorn algorithm. The main computational bottleneck of…
The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…
We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…
We prove existence and uniqueness of solutions to a transport equation modelling vehicular traffic in which the velocity field depends non-locally on the downstream traffic density via a discontinuous anisotropic kernel. The result is…
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…
Distributed optimization is an important direction of research in modern optimization theory. Its applications include large scale machine learning, distributed signal processing and many others. The paper studies decentralized min-max…
Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms…
The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…
We study the family of network models derived by requiring the expected properties of a graph ensemble to match a given set of measurements of a real-world network, while maximizing the entropy of the ensemble. Models of this type play the…
Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…
Predicting traffic conditions has been recently explored as a way to relieve traffic congestion. Several pioneering approaches have been proposed based on traffic observations of the target location as well as its adjacent regions, but they…
We introduce a formalism to deal with the microscopic modeling of vehicular traffic on a road network. Traffic on each road is uni-directional, and the dynamics of each vehicle is described by a Follow-the-Leader model. From a mathematical…
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…
This paper considers a class of distributed resource allocation problems where each agent privately holds a smooth, potentially non-convex local objective, subject to a globally coupled equality constraint. Built upon the existing method,…
Parking has been a painful problem for urban drivers. The parking pain exacerbates as more people tend to live in cities in the context of global urbanization. Thus, it is demanding to find a solution to mitigate d rivers' parking…
In this paper, we consider the two phases macroscopic traffic model introduced in [P. Goatin, The Aw-Rascle vehicular traffic flow with phase transitions, Mathematical and Computer Modeling 44 (2006) 287-303]. We first apply the wave-front…
We consider inference (filtering) problems over probabilistic graphical models with aggregate data generated by a large population of individuals. We propose a new efficient belief propagation type algorithm over tree-structured graphs with…
Most algorithms for solving optimization problems or finding saddle points of convex-concave functions are fixed-point algorithms. In this work we consider the generic problem of finding a fixed point of an average of operators, or an…
Network traffic matrix estimation is an ill-posed linear inverse problem: it requires to estimate the unobservable origin destination traffic flows, X, given the observable link traffic flows, Y, and a binary routing matrix, A, which are…