Universal method with inexact oracle and its applications for searching\n equillibriums in multistage transport problems

2015/05/31 by Alexander Gasnikov, Gasnikov, Alexander, Pavel Dvurechensky +13
Engineering · Mathematics · #FOS: Mathematics #Geometric Analysis and Curvature Flows #Hydrocarbon exploration and reservoir analysis #Markov Chains and Monte Carlo Methods #Numerical methods in inverse problems #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1506.00292

openalex publication_date 2015/05/31 · openalex created_date 2022/10/04 · openalex updated_date 2026/07/28

Abstract

In this paper we propose a new efficient approach for numerical calculation\nof equillibriums in multistage transport problems. In the very core of our\napproach lies the proper combination of Universal Gradient Method proposed by\nYu. Nesterov (2013) and conception of inexact oracle\n(Devolder--Glineur--Nesterov, 2011). In particular our technique allows us to\ncalculate Wasserstein's Barycenter in a fast manner (this results generalized\nM. Cuturi et al. (2014)).\n

Citations

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