3 papers
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
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…