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math.OC2020★ 1 cited
Accelerated Alternating Minimization and Adaptability to Strong Convexity
Nazarii Tupitsa
In the first part of the paper we consider accelerated first order optimization method for convex functions with -Lipschitz-continuous gradient, that is able to automatically ad…
math.OC2020
Multimarginal Optimal Transport by Accelerated Alternating Minimization
Nazarii Tupitsa, Pavel Dvurechensky, Alexander Gasnikov +1
We consider a multimarginal optimal transport, which includes as a particular case the Wasserstein barycenter problem. In this problem one has to find an optimal coupling between $…