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Entropy regularized Markov decision processes have been widely used in reinforcement learning. This paper is concerned with the primal-dual formulation of the entropy regularized problems. Standard first-order methods suffer from slow…

Optimization and Control · Mathematics 2023-06-13 Haoya Li , Hsiang-fu Yu , Lexing Ying , Inderjit Dhillon

Many large-scale and distributed optimization problems can be brought into a composite form in which the objective function is given by the sum of a smooth term and a nonsmooth regularizer. Such problems can be solved via a proximal…

Optimization and Control · Mathematics 2020-06-26 Sepideh Hassan-Moghaddam , Mihailo R. Jovanović

We consider separable nonconvex optimization problems under affine constraints. For these problems, the Shapley-Folkman theorem provides an upper bound on the duality gap as a function of the nonconvexity of the objective functions, but…

Optimization and Control · Mathematics 2025-05-22 Benjamin Dubois-Taine , Alexandre d'Aspremont

This paper discusses the efficiency of Hybrid Primal-Dual (HPD) type algorithms to approximate solve discrete Optimal Transport (OT) and Wasserstein Barycenter (WB) problems, with and without entropic regularization. Our first contribution…

Optimization and Control · Mathematics 2022-09-01 Antonin Chambolle , Juan Pablo Contreras

The traffic assignment problem is one of the significant components of traffic flow analysis for which various solution approaches have been proposed. However, deploying these approaches for large-scale networks poses significant…

Machine Learning · Computer Science 2024-10-18 Tong Liu , Hadi Meidani

This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…

Optimization and Control · Mathematics 2022-11-09 Hao Luo

This paper proposes novel gradient-flow schemes that yield convergence to the optimal point of a convex optimization problem within a \textit{fixed} time from any given initial condition for unconstrained optimization, constrained…

Optimization and Control · Mathematics 2022-04-27 Kunal Garg , Dimitra Panagou

We present a novel method for efficiently computing optimal transport maps and Wasserstein barycenters in high-dimensional spaces. Our approach uses conditional normalizing flows to approximate the input distributions as invertible…

Machine Learning · Statistics 2025-05-29 Gabriele Visentin , Patrick Cheridito

In this work we widespread statistical physics (chemical kinetic stochastic) approach to the investigation of macrosystems, arise in economic, sociology and traffic flow theory. The main line is a definition of equilibrium of macrosystem as…

Probability · Mathematics 2011-12-26 Tigran Nagapetyan , Evgenia Gasnikova

Dual descent methods are commonly used to solve network flow optimization problems, since their implementation can be distributed over the network. These algorithms, however, often exhibit slow convergence rates. Approximate Newton methods…

Optimization and Control · Mathematics 2015-03-25 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

To tackle ever-increasing city traffic congestion problems, researchers have proposed deep learning models to aid decision-makers in the traffic control domain. Although the proposed models have been remarkably improved in recent years,…

Machine Learning · Computer Science 2022-08-10 Hyunwook Lee , Cheonbok Park , Seungmin Jin , Hyeshin Chu , Jaegul Choo , Sungahn Ko

We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the…

Optimization and Control · Mathematics 2021-03-17 Nguyen Van Dung , Băng Công Vũ

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

Optimization and Control · Mathematics 2025-07-29 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

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…

Multiagent Systems · Computer Science 2014-01-09 Tobias Kretz , Karsten Lehmann , Ingmar Hofsäß

The aim of this work is to introduce a two-dimensional macroscopic traffic model for multiple populations of vehicles. Starting from the paper [20], where a two-dimensional model for a single class of vehicles is proposed, we extend the…

Numerical Analysis · Mathematics 2020-11-04 Caterina Balzotti , Simone Göttlich

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

This paper considers the problem of designing a continuous-time dynamical system that solves a constrained nonlinear optimization problem and makes the feasible set forward invariant and asymptotically stable. The invariance of the feasible…

Optimization and Control · Mathematics 2024-08-27 Ahmed Allibhoy , Jorge Cortés

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…

Networking and Internet Architecture · Computer Science 2015-03-19 Ying Liu , Hongying Liu , Ke Xu , Meng Shen , Yifeng Zhong

This study presents a distributed gradient-based approach to solve system optimal dynamic traffic assignment (SODTA) formulated based on the cell transmission model. The algorithm distributes SODTA into local sub-problems, who find optimal…

Optimization and Control · Mathematics 2021-12-30 Mehrzad Mehrabipour , Ali Hajbabaie

Urban traffic speed prediction aims to estimate the future traffic speed for improving urban transportation services. Enormous efforts have been made to exploit Graph Neural Networks (GNNs) for modeling spatial correlations and temporal…

Machine Learning · Computer Science 2024-06-26 Yicheng Zhou , Pengfei Wang , Hao Dong , Denghui Zhang , Dingqi Yang , Yanjie Fu , Pengyang Wang