2 papers
math.OC2021
Subgradient Ellipsoid Method for Nonsmooth Convex Problems
Anton Rodomanov, Yurii Nesterov
In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization probl…
math.OC2019
A Randomized Coordinate Descent Method with Volume Sampling
Anton Rodomanov, Dmitry Kropotov
We analyze the coordinate descent method with a new coordinate selection strategy, called volume sampling. This strategy prescribes selecting subsets of variables of certain size p…