activity
20172020
most citedRandomized Progressive Hedging methods for Multi-stage Stochastic Programming

19 citations · 42 across the 3 of their papers we have counts for

collaborators

6 papers

cs.DC2020★ 19 cited

Randomized Progressive Hedging methods for Multi-stage Stochastic Programming

Gilles Bareilles, Yassine Laguel, Dmitry Grishchenko +2

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario…

math.OC2020

Proximal Gradient methods with Adaptive Subspace Sampling

Dmitry Grishchenko, Franck Iutzeler, Jérôme Malick

Many applications in machine learning or signal processing involve nonsmooth optimization problems. This nonsmoothness brings a low-dimensional structure to the optimal solutions.…

math.OC2019

Adaptive Catalyst for Smooth Convex Optimization

Anastasiya Ivanova, Dmitry Pasechnyuk, Dmitry Grishchenko +3

In this paper, we present a generic framework that allows accelerating almost arbitrary non-accelerated deterministic and randomized algorithms for smooth convex optimization probl…

math.OC2019★ 7 cited

A Privacy Preserving Randomized Gossip Algorithm via Controlled Noise Insertion

Filip Hanzely, Jakub Konečný, Nicolas Loizou +2

In this work we present a randomized gossip algorithm for solving the average consensus problem while at the same time protecting the information about the initial private values s…

math.OC2018

Distributed Learning with Sparse Communications by Identification

Dmitry Grishchenko, Franck Iutzeler, Jérôme Malick +1

In distributed optimization for large-scale learning, a major performance limitation comes from the communications between the different entities. When computations are performed b…

math.OC2017★ 16 cited

Privacy Preserving Randomized Gossip Algorithms

Filip Hanzely, Jakub Konečný, Nicolas Loizou +2

In this work we present three different randomized gossip algorithms for solving the average consensus problem while at the same time protecting the information about the initial p…