500 citations · 1.2k across the 44 of their papers we have counts for
6 papers · 2 filters
Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolic Cone Optimization Problems
Yu. Nesterov, Levent Tuncel
In this paper, we establish the local superlinear convergence property of some polynomial-time interior-point methods for an important family of conic optimization problems. The ma…
Stochastic gradient methods with inexact oracle
Alexander Gasnikov, Pavel Dvurechensky, Yurii Nesterov
In the article we lead a brief survey of contemporary gradient type methods (with inexact oracle) for stochastic optimization problems.
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.
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…
Primal-dual subgradient methods for minimizing uniformly convex functions
Anatoli Iouditski, Yuri Nesterov
We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the perform…