activity
20172023
most citedThe Power of First-Order Smooth Optimization for Black-Box Non-Smooth Problems

12 citations · 25 across the 5 of their papers we have counts for

collaborators

7 papers

cs.LG2023

Stochastic Gradient Descent with Preconditioned Polyak Step-size

Farshed Abdukhakimov, Chulu Xiang, Dmitry Kamzolov +1

Stochastic Gradient Descent (SGD) is one of the many iterative optimization methods that are widely used in solving machine learning problems. These methods display valuable proper…

math.OC2022★ 2 cited

Stochastic Gradient Methods with Preconditioned Updates

Abdurakhmon Sadiev, Aleksandr Beznosikov, Abdulla Jasem Almansoori +3

This work considers the non-convex finite sum minimization problem. There are several algorithms for such problems, but existing methods often work poorly when the problem is badly…

math.OC2022★ 12 cited

The Power of First-Order Smooth Optimization for Black-Box Non-Smooth Problems

Alexander Gasnikov, Anton Novitskii, Vasilii Novitskii +6

Gradient-free/zeroth-order methods for black-box convex optimization have been extensively studied in the last decade with the main focus on oracle calls complexity. In this paper,…

math.OC2021

An Accelerated Second-Order Method for Distributed Stochastic Optimization

Artem Agafonov, Pavel Dvurechensky, Gesualdo Scutari +4

We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity…

math.OC2020★ 11 cited

Near-Optimal Hyperfast Second-Order Method for convex optimization and its Sliding

Dmitry Kamzolov, Alexander Gasnikov

In this paper, we present a new Hyperfast Second-Order Method with convergence rate up to a logarithmic factor for the convex function with Lipshitz the third derivativ…

math.OC2018

Composite optimization for the resource allocation problem

Anastasiya Ivanova, Pavel Dvurechensky, Alexander Gasnikov +1

In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradie…

math.OC2017

Universal Intermediate Gradient Method for Convex Problems with Inexact Oracle

Dmitry Kamzolov, Pavel Dvurechensky, Alexander Gasnikov

In this paper, we propose new first-order methods for minimization of a convex function on a simple convex set. We assume that the objective function is a composite function given…