12 citations · 46 across the 20 of their papers we have counts for
4 papers · 1 filter
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.
About universality of entropy in stochastic chemical kinetic models
Alexander Gasnikov, Evgenia Gasnikova
This paper studies the relationship between the Lyapunov function of a macrosystem whose dynamics is governed by the laws of stochastic chemical kinetics and the invariant measure…
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…
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…