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20042023
most citedGeneralized power method for sparse principal component analysis

500 citations · 1.2k across the 44 of their papers we have counts for

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Showing 2019Show all

8 papers · 1 filter

math.OC2019★ 24 cited

Contracting Proximal Methods for Smooth Convex Optimization

Nikita Doikov, Yurii Nesterov

In this paper, we propose new accelerated methods for smooth convex optimization, called contracting proximal methods. At every step of these methods, we need to minimize a contrac…

math.OC2019★ 13 cited

Local convergence of tensor methods

Nikita Doikov, Yurii Nesterov

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence u…

math.OC2019

Discrete choice prox-functions on the simplex

David Müller, Yurii Nesterov, Vladimir Shikhman

We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular…

math.OC2019★ 6 cited

Smoothness parameter of power of Euclidean norm

Anton Rodomanov, Yurii Nesterov

In this paper, we study derivatives of powers of Euclidean norm. We prove their Hölder continuity and establish explicit expressions for the corresponding constants. We show that t…

math.OC2019★ 10 cited

Tensor Methods for Finding Approximate Stationary Points of Convex Functions

Geovani Nunes Grapiglia, Yurii Nesterov

In this paper we consider the problem of finding -approximate stationary points of convex functions that are -times differentiable with -Hölder continuous th derivative…

math.OC2019★ 26 cited

Minimizing Uniformly Convex Functions by Cubic Regularization of Newton Method

Nikita Doikov, Yurii Nesterov

In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce…