4 papers
Algorithm for solving variational inequalities with relatively strongly monotone operators
Alexander A. Titov
Basing on some recently proposed methods for solving variational inequalities with non-smooth operators, we propose an analogue of the Mirror Prox method for the corresponding clas…
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…
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…
Mirror Descent and Convex Optimization Problems With Non-Smooth Inequality Constraints
Anastasia Bayandina, Pavel Dvurechensky, Alexander Gasnikov +2
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in…