11 citations · 20 across the 12 of their papers we have counts for
39 papers · 1 filter
Numerical Methods for Large-Scale Optimal Transport
Nazarii Tupitsa, Pavel Dvurechensky, Darina Dvinskikh +1
The optimal transport (OT) problem is a classical optimization problem having the form of linear programming. Machine learning applications put forward new computational challenges…
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…
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…
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…
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…
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…