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

Understand

In this paper we propose a new efficient approach for numerical calculation of equillibriums in multistage transport problems.

• In the very core of our approach lies the proper combination of Universal Gradient Method proposed by Yu.
• Nesterov (2013) and conception of inexact oracle (Devolder--Glineur--Nesterov, 2011).
• In particular our technique allows us to calculate Wasserstein's Barycenter in a fast manner (this results generalized M.