no code implementations • 15 Feb 2021 • Alexander Rogozin, Alexander Beznosikov, Darina Dvinskikh, Dmitry Kovalev, Pavel Dvurechensky, Alexander Gasnikov
We consider distributed convex-concave saddle point problems over arbitrary connected undirected networks and propose a decentralized distributed algorithm for their solution.
Distributed Optimization Optimization and Control Distributed, Parallel, and Cluster Computing
no code implementations • 9 Oct 2020 • Darina Dvinskikh, Daniil Tiapkin
In this paper, we focus on computational aspects of the Wasserstein barycenter problem.
Optimization and Control
2 code implementations • 18 Apr 2020 • Darina Dvinskikh, Dmitry Kamzolov, Alexander Gasnikov, Pavel Dvurechensky, Dmitry Pasechnyk, Vladislav Matykhin, Alexei Chernov
We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings.
Optimization and Control
no code implementations • 21 Jan 2020 • Darina Dvinskikh
In terms of oracle complexity (required number of stochastic gradient evaluations), both approaches are considered equivalent on average (up to a logarithmic factor).
1 code implementation • 19 Nov 2019 • Aleksandr Ogaltsov, Darina Dvinskikh, Pavel Dvurechensky, Alexander Gasnikov, Vladimir Spokoiny
In this paper we propose several adaptive gradient methods for stochastic optimization.
Optimization and Control
no code implementations • 8 Mar 2018 • César A. Uribe, Darina Dvinskikh, Pavel Dvurechensky, Alexander Gasnikov, Angelia Nedić
We propose a new \cu{class-optimal} algorithm for the distributed computation of Wasserstein Barycenters over networks.