4 papers
Advances in Low-Memory Subgradient Optimization
Pavel Dvurechensky, Alexander Gasnikov, Evgeni Nurminsky +1
This chapter is devoted to the black-box subgradient algorithms with the minimal requirements for the storage of auxiliary results, which are necessary to execute these algorithms.…
Parallel algorithms and probability of large deviation for stochastic optimization problems
Pavel Dvurechensky, Alexander Gasnikov, Anastasia Lagunovskaya
We consider convex stochastic optimization problems under different assumptions on the properties of available stochastic subgradient. It is known that, if the value of the objecti…
Comparision of the definitions of generalized solution of the Cauchy problem for quasi-linear equation
Alexander Gasnikov
In preprint we consider and compare different definitions of generalized solution of the Cauchy problem for 1d-scalar quasilinear equation (conservation law). We start from the cla…
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…