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In this paper we suggest new dual methods for solving variational inequalities with monotone operators. We show that with an appropriate step-size strategy, our method is optimal both for Lipschitz continuous operators (O(1/e)iterations), and for the operators with bounded variations(0 (1/e2))....
Persistent link: https://www.econbiz.de/10005008276
We present a new class of transportation systems, the stable dynamics models, which provides a natural link between the static and dynamic trafic network models. They can be seen as steady states of dynamic networks (flows are constant in time). These models turn out to be very easy to study...
Persistent link: https://www.econbiz.de/10005008369
In this paper we develop probabilistic arguments for justifying thequality of an approximate solution for global quadratic minimization problem, obtained as a best point among all points of a uniform grid inside a polyhedral feasible set. Our main tool is a random walk inside the standard...
Persistent link: https://www.econbiz.de/10005008375
In this paper we propose new efficient gradient schemes for two non-trivial classes of linear programming problems. These schemes are designed to compute approximate solutions withrelative accuracy . We prove that the upper complexity bound for both ln schemes is O( n m ln n) iterations of a...
Persistent link: https://www.econbiz.de/10005065280
In this paper we suggest a new version of Gauss-Newton method for solving a system of nonlinear equations, which combines the idea of a sharp merit function with the idea of a quadratic regularization. For this scheme we prove general convergence results and, under a natural non-degeneracy...
Persistent link: https://www.econbiz.de/10005065338
In this paper we suggest a new e.cient technique for solving integer knapsack problems. Our algorithms can be seen as application of Fast Fourier Transform to generating functions of integer polytopes.Using this approach, it is possible to count the number of boolean solutions of a single...
Persistent link: https://www.econbiz.de/10005043041
In this paper we present a new approach to constructing schemes for unconstrained convex minimization, which compute approximate solutions with a certain relative accuracy. This approach is based on a special conic model of the unconstrained minimization problem. Using a structural model of the...
Persistent link: https://www.econbiz.de/10005043116
In this paper, we introduce a procedure for approximating the joint spectral radius of a finite set of matrices with arbitrary precision. Our approximation procedure is based on semidefinite liftings and can be implemented in a recursive way. For two matrices even the first step of the procedure...
Persistent link: https://www.econbiz.de/10005043285
We propose two simple upper bounds for the joint spectral radius of sets of nonnegative matrices. These bounds, the joint column radius and the joint row radius, can be computed in polynomial time as solutions of convex optimization problems. We show that for general matrices these bounds are...
Persistent link: https://www.econbiz.de/10005043611
Persistent link: https://www.econbiz.de/10010926390