66 citations · 450 across the 76 of their papers we have counts for
7 papers · 1 filter
Universal Intermediate Gradient Method for Convex Problems with Inexact Oracle
Dmitry Kamzolov, Pavel Dvurechensky, Alexander Gasnikov
In this paper, we propose new first-order methods for minimization of a convex function on a simple convex set. We assume that the objective function is a composite function given…
Mirror Descent and Convex Optimization Problems With Non-Smooth Inequality Constraints
Anastasia Bayandina, Pavel Dvurechensky, Alexander Gasnikov +2
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in…
Unifying Framework for Accelerated Randomized Methods in Convex Optimization
Pavel Dvurechensky, Alexander Gasnikov, Alexander Tiurin +1
In this paper, we consider smooth convex optimization problems with simple constraints and inexactness in the oracle information such as value, partial or directional derivatives o…
Adaptive Similar Triangles Method: a Stable Alternative to Sinkhorn's Algorithm for Regularized Optimal Transport
Pavel Dvurechensky, Alexander Gasnikov, Sergey Omelchenko +1
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both…
Gradient Method With Inexact Oracle for Composite Non-Convex Optimization
Pavel Dvurechensky
In this paper, we develop new first-order method for composite non-convex minimization problems with simple constraints and inexact oracle. The objective function is given as a sum…
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…
Universal similar triangulars method for searching equilibriums in traffic flow distribution models
Dilyara Baimurzina, Alexander Gasnikov, Evgenia Gasnikova +4
We describe how primal-dual version of Nesterov's Universal Method (with one projection) can be applied to solve the dual problem for the problem of searching equilibrium traffic f…