activity
20162022
most citedAdaptive Similar Triangles Method: a Stable Alternative to Sinkhorn's Algorithm for Regularized Optimal Transport

11 citations · 20 across the 11 of their papers we have counts for

collaborators

39 papers

math.OC2022

Decentralized convex optimization under affine constraints for power systems control

Demyan Yarmoshik, Alexander Rogozin, Oleg. O. Khamisov +2

Modern power systems are now in continuous process of massive changes. Increased penetration of distributed generation, usage of energy storage and controllable demand require intr…

math.OC2022

An Approach for Non-Convex Uniformly Concave Structured Saddle Point Problem

Mohammad Alkousa, Alexander Gasnikov, Pavel Dvurechensky +2

Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems oc…

math.OC2021

Stochastic optimization for dynamic pricing

Dmitry Pasechnyuk, Pavel Dvurechensky, Sergey Omelchenko +1

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers an…

math.OC2021

An Accelerated Second-Order Method for Distributed Stochastic Optimization

Artem Agafonov, Pavel Dvurechensky, Gesualdo Scutari +4

We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity…

math.OC2021

On Accelerated Methods for Saddle-Point Problems with Composite Structure

Vladislav Tominin, Yaroslav Tominin, Ekaterina Borodich +3

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual varia…

math.OC2021

Solving smooth min-min and min-max problems by mixed oracle algorithms

Egor Gladin, Abdurakhmon Sadiev, Alexander Gasnikov +3

In this paper, we consider two types of problems that have some similarity in their structure, namely, min-min problems and min-max saddle-point problems. Our approach is based on…