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20172026
most citedGeneralized Mirror Prox for Monotone Variational Inequalities: Universality and Inexact Oracle

15 citations · 58 across the 38 of their papers we have counts for

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Showing 2018Show all

7 papers · 1 filter

math.OC2018

On Some Adaptive Mirror Descent Algorithms for Convex and Strongly Convex Optimization Problems with Functional Constraints

F. S. Stonyakin, M . S. Alkousa, A. A. Titov

In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional cons…

math.OC2018

Some Analogue of Quadratic Interpolation for a Special Class of Non-Smooth Functionals and One Application to Adaptive Mirror Descent for Constrained Optimization Problems

Fedor S. Stonyakin

Theoretical estimates of the convergence rate of many well-known gradient-type optimization methods are based on quadratic interpolation, provided that the Lipschitz condition for…

math.OC2018

One Method for Minimization a Convex Lipschitz-Continuous Function of 2 Variables on a Fixed Square

Dmitry A. Pasechnyuk, Fedor S. Stonyakin

In the article we have obtained some estimates of the rate of convergence for the recently proposed by Yu.E. Nesterov method of minimization of a convex Lipschitz-continuous functi…

math.OC2018

Mirror Descent and Constrained Online Optimization Problems

Alexander Titov, Fedor Stonyakin, Alexander Gasnikov +1

We consider the following class of online optimization problems with functional constraints. Assume, that a finite set of convex Lipschitz-continuous non-smooth functionals are giv…

math.OC2018★ 15 cited

Generalized Mirror Prox for Monotone Variational Inequalities: Universality and Inexact Oracle

Fedor Stonyakin, Alexander Gasnikov, Pavel Dvurechensky +2

We introduce an inexact oracle model for variational inequalities (VI) with monotone operator, propose a numerical method which solves such VI's and analyze its convergence rate. A…

math.OC2018★ 2 cited

Adaptive algorithms for mirror descent in convex programming problems with Lipschitz constraints

Fedor S. Stonyakin, Mohammad S. Alkousa, Alexey N. Stepanov +1

The paper is devoted to new modifications of recently proposed adaptive methods of Mirror Descent for convex minimization problems in the case of several convex functional constrai…

math.OC2018★ 2 cited

One Mirror Descent Algorithm for Convex Constrained Optimization Problems with non-standard growth properties

Fedor S. Stonyakin, Alexander A. Titov

The paper is devoted to a special Mirror Descent algorithm for problems of convex minimization with functional constraints. The objective function may not satisfy the Lipschitz con…