22 citations · 60 across the 14 of their papers we have counts for
14 papers
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…
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…
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…
Universal gradient descent
Alexander Gasnikov
In this book we collect many different and useful facts around gradient descent method. First of all we consider gradient descent with inexact oracle. We build a general model of o…
Convex optimization in Hilbert space with applications to inverse problems
Alexander Gasnikov, Sergey Kabanikhin, Ahmed Mohammed +1
In this paper we propose accelerated gradient descent schemes for convex optimization problems in Hilbert space. We consider inexact oracle case.
Gradient-free two-points optimal method for non smooth stochastic convex optimization problem with additional small noise
Anastasia Bayandina, Alexander Gasnikov, Fariman Guliev +1
Using double-smoothing technique and stochastic mirror descent with inexact oracle we built an optimal algorithm (up to a multiplicative factor) for two-points gradient-free non-sm…
Searching equillibriums in large transport networks
Alexander Gasnikov
In this Doctoral Dissertation we propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization proble…
Efficient numerical methods for searching equillibriums in large transport networks
Alexander Gasnikov
We propose new variational principles for traffic assignment problems. So to find equillibrium we have to solve large-scale convex optimization problem of special type. We propose…
Toy model for traffic flow splitting
Mikhail Blinkin, Alexander Gasnikov, Sergey Omelchenko +1
We propose a simple dynamic model splitting users of the transport network by type of movement: personal transport and public transport. A distinctive feature proposed in the artic…
On the relationship between imitative logit dynamics in the population game theory and mirror descent method in the online optimization using the example of the Shortest Path Problem
Alexander Gasnikov, Anastasia Lagunovskaya, Larisa Morozova
In this paper we describe how imitative logit dynamic (rather popular in population games theory) can be interpreted in terms of mirror descent method (well known in convex optimiz…
Nonlinear stochastic multiarmed bandit problems with inexact oracle
Alexander Gasnikov, Ekaterina Krymova, Anastasia Lagunovskaya +2
In the paper we consider one point and two point multiarmed bamdit problems. In other words we consider the online stochastic convex optimization problems with oracle that return t…
Analysis of tariff policy of a railway cargo transportation
Alexander Shananin, Michael Vaschenko, Alexander Gasnikov +2
We describe a competetive equillibrium in a railway cargo transportation model. We reduce the problem of finding this equillibrium to the solution of to mutually dual convex optimi…
Gradient-free prox-methods with inexact oracle for stochastic convex optimization problems on a simplex
Alexander Gasnikov, Anastasia Lagunovskaya, Ilnura Usmanova +1
In the paper we show that euclidian randomization in some situations (i.e. for gradient-free method on a simplex) can be as good as the randomization on the unit sphere in 1-norm.…
About reduction of searching competetive equillibrium to the minimax problem in application to different network problems
Alexander Gasnikov
In the paper we show that an important class of multistage traffic equillibrium models (including correspondence matrix calculation, traffic assignment problem etc) and their econo…