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math.OC2017
Strongly convex stochastic online optimization on a unit simplex with application to the mixing least square regression
Anastasia Bayandina, Elena Chernousova, Alexander Gasnikov +1
In this paper we propose a new approach to obtain mixing least square regression estimate by means of stochastic online mirror descent in non-euclidian set-up.
math.OC2017★ 5 cited
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…