12 citations · 46 across the 20 of their papers we have counts for
Showing 2014 · math.OCShow all
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math.OC2014★ 1 cited
Entropy linear programming
Alexander Gasnikov, Evgenia Gasnikova, Yurii Nesterov +1
We propose an efficient dual algorithm for ELP based on Fast Gradient Method. The basic idea - to solve properly regularized dual problem.
math.OC2014
Efficient randomized mirror descents in stochastic online convex optimization
Alexander Gasnikov, Yurii Nesterov, Vladimir Spokoiny
In the paper we consider an application of mirror descent (dual averaging) to the stochastic online convex optimization problems. We compare classical mirror descent (Nemirovski-Yu…
math.OC2014★ 2 cited
On the three-stage version of stable dynamic model
Alexander Gasnikov, Yuriy Dorn, Yurii Nesterov +1
An attempt to merge into a single model, which reduces to the solution of non-smooth convex optimization problem: calculation model of OD-matrix (entropy model), the mode split mod…