activity
20192024
most citedSelf-Concordant Analysis of Frank-Wolfe Algorithms

5 citations · 8 across the 7 of their papers we have counts for

collaborators

7 papers

math.OC2024

Methods with Local Steps and Random Reshuffling for Generally Smooth Non-Convex Federated Optimization

Yury Demidovich, Petr Ostroukhov, Grigory Malinovsky +4

Non-convex Machine Learning problems typically do not adhere to the standard smoothness assumption. Based on empirical findings, Zhang et al. (2020b) proposed a more realistic gene…

math.OC2024

Exploring Jacobian Inexactness in Second-Order Methods for Variational Inequalities: Lower Bounds, Optimal Algorithms and Quasi-Newton Approximations

Artem Agafonov, Petr Ostroukhov, Roman Mozhaev +5

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order…

cs.LG2024

AdaBatchGrad: Combining Adaptive Batch Size and Adaptive Step Size

Petr Ostroukhov, Aigerim Zhumabayeva, Chulu Xiang +3

This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustab…

math.OC2022

Tensor methods inside mixed oracle for min-min problems

Petr Ostroukhov

In this article we consider min-min type of problems or minimization by two groups of variables. Min-min problems may occur in case if some groups of variables in convex optimizati…

math.OC2020★ 3 cited

Tensor methods for strongly convex strongly concave saddle point problems and strongly monotone variational inequalities

Petr Ostroukhov, Rinat Kamalov, Pavel Dvurechensky +1

In this paper we propose three -th order tensor methods for -strongly-convex-strongly-concave saddle point problems (SPP). The first method is based on the assumption of -…

math.OC2020★ 5 cited

Self-Concordant Analysis of Frank-Wolfe Algorithms

Pavel Dvurechensky, Petr Ostroukhov, Kamil Safin +2

Projection-free optimization via different variants of the Frank-Wolfe (FW), a.k.a. Conditional Gradient method has become one of the cornerstones in optimization for machine learn…

math.OC2019

Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal-dual tensor methods

Pavel Dvurechensky, Petr Ostroukhov, Alexander Gasnikov +2

Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective…