On accelerated coordinate descent methods for searching equilibria in two-stage transportation equilibrium traffic flow distribution model

Autor:	Iltyakov, Nikita, Obozov, Mark, Dyslevski, Igor, Yarmoshik, Demyan, Kubentayeva, Meruza, Gasnikov, Alexander
Jazyk:	ruština
Rok vydání:	2023
Předmět:	Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	The search for equilibrium in a two-stage traffic flow model reduces to the solution of a special nonsmooth convex optimization problem with two groups of different variables. For numerical solution of this problem, the paper proposes to use the accelerated block-coordinate Nesterov-Stich method with a special choice of block probabilities at each iteration. Theoretical estimates of the complexity of this approach can markedly improve the estimates of previously used approaches. However, in the general case they do not guarantee faster convergence. Numerical experiments with the proposed algorithms are carried out in the paper. Comment: in Russian language
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2307.10469 Zobrazit plný text záznamu View this record from Arxiv