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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 2021Show all

8 papers · 1 filter

math.OC2021

Gradient Regularization of Newton Method with Bregman Distances

Nikita Doikov, Yurii Nesterov

In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate…

math.OC2021★ 2 cited

High-order methods beyond the classical complexity bounds, II: inexact high-order proximal-point methods with segment search

Masoud Ahookhosh, Yurii Nesterov

A bi-level optimization framework (BiOPT) was proposed in [3] for convex composite optimization, which is a generalization of bi-level unconstrained minimization framework (BLUM) g…

math.OC2021★ 2 cited

High-order methods beyond the classical complexity bounds, I: inexact high-order proximal-point methods

Masoud Ahookhosh, Yurii Nesterov

In this paper, we introduce a \textit{Bi-level OPTimization} (BiOPT) framework for minimizing the sum of two convex functions, where both can be nonsmooth. The BiOPT framework invo…

math.OC2021

Subgradient Ellipsoid Method for Nonsmooth Convex Problems

Anton Rodomanov, Yurii Nesterov

In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization probl…

math.OC2021★ 6 cited

Gradient Methods with Memory

Yurii Nesterov, Mihai I. Florea

In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the conv…

math.OC2021★ 2 cited

Conic-Optimization Based Algorithms for Nonnegative Matrix Factorization

Valentin Leplat, Yurii Nesterov, Nicolas Gillis +1

Nonnegative matrix factorization is the following problem: given a nonnegative input matrix and a factorization rank , compute two nonnegative matrices, with columns…