11 citations · 18 across the 12 of their papers we have counts for
45 papers
On the relations of stochastic convex optimization problems with empirical risk minimization problems on -norm balls
Darina Dvinskikh, Vitali Pirau, Alexander Gasnikov
In this paper, we consider convex stochastic optimization problems arising in machine learning applications (e.g., risk minimization) and mathematical statistics (e.g., maximum lik…
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…
Vaidya's method for convex stochastic optimization in small dimension
Egor Gladin, Alexander Gasnikov, Elena Ermakova
This paper considers a general problem of convex stochastic optimization in a relatively low-dimensional space (e.g., 100 variables). It is known that for deterministic convex opti…
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 solving convex min-min problems with smoothness and strong convexity in one variable group and small dimension of the other
Egor Gladin, Mohammad Alkousa, Alexander Gasnikov
This paper is devoted to some approaches for convex min-min problems with smoothness and strong convexity in only one of the two variable groups. It is shown that the proposed appr…