Related papers: Perturbed utility stochastic traffic assignment

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

We consider in this work a system of two stochastic differential equations named the perturbed compositional gradient flow. By introducing a separation of fast and slow scales of the two equations, we show that the limit of the slow motion…

We investigate a distributed optimization problem over a cooperative multi-agent time-varying network, where each agent has its own decision variables that should be set so as to minimize its individual objective subject to local…

We study the problem of computing public transit traffic assignments in a multi-modal setting: Given a public transit timetable, an additional unrestricted transfer mode (in our case walking), and a set of origin-destination pairs, we aim…

Integer programming with block structures has received considerable attention recently and is widely used in many practical applications such as train timetabling and vehicle routing problems. It is known to be NP-hard due to the presence…

We present an algorithm that efficiently computes nearly-optimal solutions to a class of combinatorial reconfiguration problems on weighted, undirected graphs. Inspired by societally relevant applications in networked infrastructure…

We consider the traffic control problem of dynamic routing over parallel servers, which arises in a variety of engineering systems such as transportation and data transmission. We propose a semi-gradient, on-policy algorithm that learns an…

Modern representation learning methods often struggle to adapt quickly under non-stationarity because they suffer from catastrophic forgetting and decaying plasticity. Such problems prevent learners from fast adaptation since they may…

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

In this paper, we unroll the dynamics of the dual ascent (DA) algorithm in two coupled graph neural networks (GNNs) to solve constrained optimization problems. The two networks interact with each other at the layer level to find a saddle…

The resource recharging station location routing problem is a generalization of the location routing problem with sophisticated and critical resource consumption and recharging constraints. Based on a representation of discretized acyclic…

We propose and analyze a new stochastic gradient method, which we call Stochastic Unbiased Curvature-aided Gradient (SUCAG), for finite sum optimization problems. SUCAG constitutes an unbiased total gradient tracking technique that uses…

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Nonconvex and structured optimization problems arise in many engineering applications that demand scalable and distributed solution methods. The study of the convergence properties of these methods is in general difficult due to the…

The problem of low-tubal-rank tensor estimation is a fundamental task with wide applications across high-dimensional signal processing, machine learning, and image science. Traditional approaches tackle such a problem by performing tensor…

Developing a contemporary optimal transport (OT) solver requires navigating trade-offs among several critical requirements: GPU parallelization, scalability to high-dimensional problems, theoretical convergence guarantees, empirical…

We develop an Accelerated Back Pressure (ABP) algorithm using Accelerated Dual Descent (ADD), a distributed approximate Newton-like algorithm that only uses local information. Our construction is based on writing the backpressure algorithm…

We consider a network equilibrium model (i.e. a combined model), which was proposed as an alternative to the classic four-step approach for travel forecasting in transportation networks. This model can be formulated as a convex minimization…

In this paper we introduce concepts from uncertainty quantification (UQ) and numerical analysis for the efficient evaluation of stochastic high dimensional Newton iterates. In particular, we develop complex analytic regularity theory of the…

Physics-informed neural networks (PINNs) have effectively been demonstrated in solving forward and inverse differential equation problems, but they are still trapped in training failures when the target functions to be approximated exhibit…