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

2023/07/19 by Iltyakov, Nikita, Obozov, Mark, Dyslevski, Igor +3
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2307.10469

Abstract

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.

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