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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…