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Selective bi-coordinate variations for resource allocation type problems

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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.

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Notes

  1. The papers [15, 19] were found by the author after preparing the first version of this manuscript, whereas the papers [16–18, 20] were suggested by an anonymous referee.

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Acknowledgments

The author is grateful to the anonymous referees for their valuable comments. In particular, he is thankful to the one anonymous referee for drawing the author’s attention to the papers [16–18, 20].

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  1. Department of System Analysis and Information Technologies, Kazan Federal University, ul. Kremlevskaya, 18, Kazan, 420008, Russia

    I. V. Konnov

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  1. I. V. Konnov
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Konnov, I.V. Selective bi-coordinate variations for resource allocation type problems. Comput Optim Appl 64, 821–842 (2016). https://doi.org/10.1007/s10589-016-9824-2

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