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Searching equillibriums in Beckmann's and Nesterov--de Palma's models

In this paper we propose and develop classical Frank--Wolf algorithm for Beckmann's type models. This is not new, but we investigate details that allows us to speed up. We also consider stable dynamic like models. First model of this type was proposed 15 years ago by Yu. Nesterov and A. DePalma. We propose randomized dual averaging method with special (sum-type) randomization. For both of the problems we obtain the rates of convergences. It seems that this estimations to be unimprovable without additional assumption about problem formulation.

preprint2016arXivOpen access
Alexander GasnikovPavel DvurechenskyYuriy DornYury Maximov
math.OC
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Open access4 authors1 topic
Imported metadata coverageMissing code, dataset, citation and institution fields are tracked without dominating the paper.Details
Citations: 0Reviews: 0Saves: 0Code: not linkedDataset: not linkedInstitutions: 0

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Alexander GasnikovPavel DvurechenskyYuriy DornYury Maximov

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