2 papers
math.OC2024★ 1 cited
Accelerated Stochastic Gradient Method with Applications to Consensus Problem in Markov-Varying Networks
Vladimir Solodkin, Savelii Chezhegov, Ruslan Nazikov +2
Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In t…
math.OC2023
On Decentralized Nonsmooth Optimization
Savelii Chezhegov, Alexander Rogozin, Alexander Gasnikov
In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known…