66 citations · 525 across the 94 of their papers we have counts for
6 papers · 1 filter
Stochastic Analysis in Problems, part 1 (in Russian)
Nazar Buzun, Alexander Gasnikov, Fedor Goncharov +5
This book contains a large number of exercises related to different stochastic disciplines. Difficulty of the problems varies from the basic level in the first chapter up to the an…
About accelerated randomized methods
Alexander Gasnikov, Pavel Dvurechensky, Ilnura Usmanova
We show how one can obtain nonaccelerated randomized coordinate descent method (Yu. Nesterov, 2010) and nonaccelerated method of randomization of sum-type functional (Le Roux-Schmi…
Searching equillibriums in Beckmann's and Nesterov--de Palma's models
Alexander Gasnikov, Pavel Dvurechensky, Yuriy Dorn +1
In this paper we propose and develop classical Frank--Wolf algorithm for Beckmann's type models. This is not new, but we investigate details that allows us to speed up. We also con…
Universal method with inexact oracle and its applications for searching equillibriums in multistage transport problems
Alexander Gasnikov, Pavel Dvurechensky, Dmitry Kamzolov +5
In this paper we propose a new efficient approach for numerical calculation of equillibriums in multistage transport problems. In the very core of our approach lies the proper comb…
Efficient calculation of stochastic equilibriums in the Beckmann's and stable dynamic models
Alexander Gasnikov, Evgenia Gasnikova, Pavel Dvurechensky +2
We propose composite approache to the special sum-type convex optimization problem with affine restriction and special entropy type regularization. Since the fuctional has a penalt…
Gradient and gradient-free methods for stochastic convex optimization with inexact oracle
Alexander Gasnikov, Pavel Dvurechensky, Dmitry Kamzolov
In the paper we generalize universal gradient method (Yu. Nesterov) to strongly convex case and to Intermediate gradient method (Devolder-Glineur-Nesterov). We also consider possib…