10 papers · 1 filter
Gradient-Type Methods for Optimization Problems with Polyak-Łojasiewicz Condition: Early Stopping and Adaptivity to Inexactness Parameter
Ilya A. Kuruzov, Fedor S. Stonyakin, Mohammad S. Alkousa
Due to its applications in many different places in machine learning and other connected engineering applications, the problem of minimization of a smooth function that satisfies t…
An Approach for Non-Convex Uniformly Concave Structured Saddle Point Problem
Mohammad Alkousa, Alexander Gasnikov, Pavel Dvurechensky +2
Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems oc…
Solving smooth min-min and min-max problems by mixed oracle algorithms
Egor Gladin, Abdurakhmon Sadiev, Alexander Gasnikov +3
In this paper, we consider two types of problems that have some similarity in their structure, namely, min-min problems and min-max saddle-point problems. Our approach is based on…
On solving convex min-min problems with smoothness and strong convexity in one variable group and small dimension of the other
Egor Gladin, Mohammad Alkousa, Alexander Gasnikov
This paper is devoted to some approaches for convex min-min problems with smoothness and strong convexity in only one of the two variable groups. It is shown that the proposed appr…
New Version of Mirror Prox for Variational Inequalities with Adaptation to Inexactness
Fedor Stonyakin, Evgeniya Vorontsova, Mohammad Alkousa
Some adaptive analogue of the Mirror Prox method for variational inequalities is proposed. In this work we consider the adaptation not only to the value of the Lipschitz constant,…
Accelerated methods for composite non-bilinear saddle point problem
Mohammad Alkousa, Darina Dvinskikh, Fedor Stonyakin +2
Based on G. Lan's accelerated gradient sliding and general relation between the smoothness and strong convexity parameters of function under Legendre transformation we show that un…