Publications (277)
On the Optimal Combination of Tensor Optimization Methods
Dmitry Kamzolov, Alexander Gasnikov, Pavel Dvurechensky
We consider the minimization problem of a sum of a number of functions having Lipshitz -th order derivatives with different Lipschitz constants. In this case, to accelerate opti…
On the relationship between imitative logit dynamics in the population game theory and mirror descent method in the online optimization using the example of the Shortest Path Problem
Alexander Gasnikov, Anastasia Lagunovskaya, Larisa Morozova
In this paper we describe how imitative logit dynamic (rather popular in population games theory) can be interpreted in terms of mirror descent method (well known in convex optimiz…
Decentralized Convex Optimization on Time-Varying Networks with Application to Wasserstein Barycenters
Olga Yufereva, Michael Persiianov, Pavel Dvurechensky +2
Inspired by recent advances in distributed algorithms for approximating Wasserstein barycenters, we propose a novel distributed algorithm for this problem. The main novelty is that…
The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems
Ilya Kuruzov, Alexander Rogozin, Demyan Yarmoshik +1
The saddle-point optimization problems have a lot of practical applications. This paper focuses on such non-smooth problems in decentralized case. This work contains generalization…
FLECS: A Federated Learning Second-Order Framework via Compression and Sketching
Artem Agafonov, Dmitry Kamzolov, Rachael Tappenden +2
Inspired by the recent work FedNL (Safaryan et al, FedNL: Making Newton-Type Methods Applicable to Federated Learning), we propose a new communication efficient second-order framew…
Gradient-Type Methods For Decentralized Optimization Problems With Polyak-Åojasiewicz Condition Over Time-Varying Networks
Ilya Kuruzov, Mohammad Alkousa, Fedor Stonyakin +1
This paper focuses on the decentralized optimization (minimization and saddle point) problems with objective functions that satisfy Polyak-Åojasiewicz condition (PL-condition). Th…