3 papers
math.OC2021
Flexible Modification of Gauss-Newton Method and Its Stochastic Extension
Nikita Yudin, Alexander Gasnikov
This work presents a novel version of recently developed Gauss-Newton method for solving systems of nonlinear equations, based on upper bound of solution residual and quadratic reg…
math.OC2021
Improved Exploiting Higher Order Smoothness in Derivative-free Optimization and Continuous Bandit
Vasilii Novitskii, Alexander Gasnikov
We consider -smooth (satisfies the generalized Holder condition with parameter ) stochastic convex optimization problem with zero-order one-point oracle. The best known re…
math.OC2018
Algorithmic models of human behavior and stochastic optimization
Maktagali Bektemessov, Alexander Gasnikov, Anastasia Lagunovskaya +1
In this article we describe the solutions of three problems posed at different time by Yurii Nesterov. First problem is 'Mage vs Experts': Assume that we live in some enviroment th…