3 papers
math.OC2025
Nesterov Finds GRAAL: Optimal and Adaptive Gradient Method for Convex Optimization
Ekaterina Borodich, Dmitry Kovalev
In this paper, we focus on the problem of minimizing a continuously differentiable convex objective function, . Recently, Malitsky (2020); Alacaoglu et al.(2023) devel…
cs.LG2025
SGD with Adaptive Preconditioning: Unified Analysis and Momentum Acceleration
Dmitry Kovalev
In this paper, we revisit stochastic gradient descent (SGD) with AdaGrad-type preconditioning. Our contributions are twofold. First, we develop a unified convergence analysis of SG…
math.OC2024
On Linear Convergence in Smooth Convex-Concave Bilinearly-Coupled Saddle-Point Optimization: Lower Bounds and Optimal Algorithms
Dmitry Kovalev, Ekaterina Borodich
We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form . In the highly specific case whe…