Selective bi-coordinate variations for resource allocation type problems

Igor Konnov ()

Computational Optimization and Applications, 2016, vol. 64, issue 3, No 8, 842 pages

Abstract: Abstract We suggest a modification of the coordinate descent methods for resource allocation problems, which keeps the basic convergence properties of the gradient ones, but enables one to reduce the total computational expenses and to provide all the computations in a distributed manner. We describe applications to economic (auction) equilibrium problems and give preliminary results of computational tests.

Keywords: Optimization problems; Resource allocation; Local variations; Bi-coordinate descent; Decentralized exchange mechanism; 90C30; 90C25; 90C06; 91B32; 90B30; 68W15 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://link.springer.com/10.1007/s10589-016-9824-2 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:64:y:2016:i:3:d:10.1007_s10589-016-9824-2

Ordering information: This journal article can be ordered from
http://www.springer.com/math/journal/10589

DOI: 10.1007/s10589-016-9824-2

Access Statistics for this article

Computational Optimization and Applications is currently edited by William W. Hager

More articles in Computational Optimization and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().