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In this work, we show that for linearly constrained optimization problems the primal-dual hybrid gradient algorithm, analyzed by Chambolle and Pock [3], can be written as an entirely primal algorithm. This allows us to prove convergence of…

Optimization and Control · Mathematics 2019-05-27 Yura Malitsky

This book covers static and dynamic traffic assignment models used in transportation planning and network analysis. Traffic assignment is the final step in the traditional planning process, and recent decades have seen many advances in…

Optimization and Control · Mathematics 2025-02-11 Stephen D. Boyles , Nicholas E. Lownes , Avinash Unnikrishnan

The Conditional Gradient (or Frank-Wolfe) method is one of the most well-known methods for solving constrained optimization problems appearing in various machine learning tasks. The simplicity of iteration and applicability to many…

Optimization and Control · Mathematics 2024-09-17 Ruslan Nazykov , Aleksandr Shestakov , Vladimir Solodkin , Aleksandr Beznosikov , Gauthier Gidel , Alexander Gasnikov

We propose a model to implement and simulate different traffic-flow conditions in terms of quantum graphs hosting an ($N$+1)-level dot at each site, which allows us to keep track of the type and of the destination of each vehicle. By…

Statistical Mechanics · Physics 2022-04-20 Andrea Nava , Domenico Giuliano , Alessandro Papa , Marco Rossi

We present an optimization framework that exhibits dimension-independent convergence on a broad class of semidefinite programs (SDPs). Our approach first regularizes the primal problem with the von Neumann entropy, then solve the…

Optimization and Control · Mathematics 2025-07-02 Yuhang Cai , Michael Lindsey

We reinterpret some online greedy algorithms for a class of nonlinear "load-balancing" problems as solving a mathematical program online. For example, we consider the problem of assigning jobs to (unrelated) machines to minimize the sum of…

Data Structures and Algorithms · Computer Science 2011-09-28 Anupam Gupta , Ravishankar Krishnaswamy , Kirk Pruhs

We tackle the network design problem for centralized traffic assignment, which can be cast as a mixed-integer convex optimization (MICO) problem. For this task, we propose different formulations and solution methods in both a deterministic…

Optimization and Control · Mathematics 2025-02-10 Kartikey Sharma , Deborah Hendrych , Mathieu Besançon , Sebastian Pokutta

We present an evolutionary programming algorithm for solving the dynamic routing and wavelength assignment (DRWA) problem in optical wavelength-division multiplexing (WDM) networks under wavelength continuity constraint. We assume an ideal…

Networking and Internet Architecture · Computer Science 2010-07-15 Urmila Bhanja , Sudipta Mahapatra , Rajarshi Roy

We study the static equilibria of a simplified Leslie--Ericksen model for a unidirectional uniaxial nematic flow in a prototype microfluidic channel, as a function of the pressure gradient $\mathcal{G}$ and inverse anchoring strength,…

Analysis of PDEs · Mathematics 2017-06-28 Maria Crespo , Ian Griffiths , Apala Majumdar , Angel Ramos

We study a variant of the dynamical optimal transport problem in which the energy to be minimised is modulated by the covariance matrix of the distribution. Such transport metrics arise naturally in mean-field limits of certain ensemble…

Analysis of PDEs · Mathematics 2024-12-23 Martin Burger , Matthias Erbar , Franca Hoffmann , Daniel Matthes , André Schlichting

We consider (stochastic) convex-concave saddle point (SP) problems with high-dimensional decision variables, arising in various applications including machine learning problems. To contend with the challenges in computing full gradients, we…

Optimization and Control · Mathematics 2025-09-30 Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh , Necdet Serhat Aybat

Convex optimization models find interesting applications, especially in signal/image processing and compressive sensing. We study some augmented convex models, which are perturbed by strongly convex functions, and propose a dual gradient…

Optimization and Control · Mathematics 2013-08-30 Hui Zhang , Lizhi Cheng , Wotao Yin

The simulation of traffic flow on networks requires knowledge on the behavior across traffic intersections. For macroscopic models based on hyperbolic conservation laws there exist nowadays many ad-hoc models describing this behavior. Based…

Numerical Analysis · Mathematics 2023-08-21 Michael Herty , Niklas Kolbe

Deterministic equilibrium flows in transport networks can be investigated by means of Markov's processes defined on the dual graph representations of the network. Sustained movement patterns are generated by a subset of automorphisms of the…

Physics and Society · Physics 2007-10-30 D. Volchenkov , Ph. Blanchard

We generalize a recently introduced traffic model, where the statistical weights are associated with whole trajectories, to the case of two-way flow. An interaction between the two lanes is included which describes a slowing down when two…

Statistical Mechanics · Physics 2009-10-31 Vladislav Popkov , Ingo Peschel

We generalize the phase transition model studied in [R. Colombo. Hyperbolic phase transition in traffic flow.\ SIAM J.\ Appl.\ Math., 63(2):708-721, 2002], that describes the evolution of vehicular traffic along a one-lane road. Two…

Analysis of PDEs · Mathematics 2018-02-14 Edda Dal Santo , Massimiliano D. Rosini , Nikodem Dymski , Mohamed Benyahia

In this paper, we introduce a traffic flow model based on a microscopic follow-the-leader model, while enforcing maximal constraints on the density and velocity of the flow. The related macroscopic model can be represented in conservative…

Numerical Analysis · Mathematics 2026-01-21 Yuanhong Wu , Shuzhi Liu , Qinglong Zhang

We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality…

Machine Learning · Computer Science 2013-01-15 Simon Lacoste-Julien , Martin Jaggi , Mark Schmidt , Patrick Pletscher

In this paper, we consider the resource allocation problem in a network with a large number of connections which are used by a huge number of users. The resource allocation problem under discussion is a maximization problem with linear…

Optimization and Control · Mathematics 2021-02-09 Anastasiya Ivanova , Dmitry Pasechnyuk , Pavel Dvurechensky , Alexander Gasnikov , Evgeniya Vorontsova

Continuous time primal-dual gradient dynamics that find a saddle point of a Lagrangian of an optimization problem have been widely used in systems and control. While the global asymptotic stability of such dynamics has been well-studied, it…

Optimization and Control · Mathematics 2019-09-17 Guannan Qu , Na Li