3 papers
math.OC2026
On Well-Structured Convex-Concave Saddle Point Problems and Variational Inequalities with Monotone Operators
Anatoli Juditsky, Arkadi Nemirovski
For those acquainted with CVX (aka disciplined convex programming) of M. Grant and S. Boyd, the motivation of this work is the desire to extend the scope of CVX beyond convex minim…
math.ST2025
On robust recovery of signals from indirect observations
Yannis Bekri, Anatoli Juditsky, Arkadi Nemirovski
We consider an uncertain linear inverse problem as follows. Given observation where and is observation noise, we want to…
math.OC2024
Accelerated stochastic approximation with state-dependent noise
Sasila Ilandarideva, Anatoli Juditsky, Guanghui Lan +1
We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classi…