4 papers · 1 filter
Greedy sign-based box splitting: exact solvable classes, sharp thresholds and order-oracle complexity
Anton Anikin, Alexander Gornov, Tatiana Zarodnyuk +1
Greedy box splitting reads gradient signs at the centre and retains one smaller box. Its summable travel budget makes an incorrect exclusion irreversible. We determine when this ge…
A randomised non-descent method for global optimisation
Dmitry A. Pasechnyuk, Alexander Gornov
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible s…
Zero-Order Stochastic Conditional Gradient Sliding Method for Non-smooth Convex Optimization
Aleksandr Lobanov, Anton Anikin, Alexander Gasnikov +2
The conditional gradient idea proposed by Marguerite Frank and Philip Wolfe in 1956 was so well received by the community that new algorithms (also called Frank--Wolfe type algorit…
A universal modification of the linear coupling method
Sergey Guminov, Alexander Gasnikov, Anton Anikin +1
In the late sixties, N. Shor and B. Polyak independently proposed optimal first-order methods for non-smooth convex optimization problems. In 1982 A. Nemirovski proposed optimal fi…