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In this paper we propose a new efficient approach for numerical calculationof equillibriums in multistage transport problems. In the very core of ourapproach lies the proper combination of Universal Gradient Method proposed byYu. Nesterov (2013) and conception of inexact oracle(Devolder--Glineur--Nesterov, 2011). In particular our technique allows us tocalculate Wasserstein's Barycenter in a fast manner (this results generalizedM. Cuturi et al. (2014)).

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