Dmitry P. Kovalev

Available identifiers

zbMath Open kovalev.dmitry-pMaRDI QIDQ2247549

List of research outcomes

Publication	Date of Publication	Type
Decentralized saddle-point problems with different constants of strong convexity and strong concavity	2024-02-06	Paper
Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters	2024-02-06	Paper
Non-smooth setting of stochastic decentralized convex optimization problem over time-varying graphs	2023-11-03	Paper
Optimal Algorithm with Complexity Separation for Strongly Convex-Strongly Concave Composite Saddle Point Problems	2023-07-24	Paper
Accelerated variance-reduced methods for saddle-point problems	2023-07-12	Paper
Smooth monotone stochastic variational inequalities and saddle point problems: a survey	2023-05-09	Paper
Stochastic distributed learning with gradient quantization and double-variance reduction	2023-03-15	Paper
Is Consensus Acceleration Possible in Decentralized Optimization over Slowly Time-Varying Networks?	2023-01-27	Paper
Decentralized convex optimization over time-varying graphs: a survey	2022-10-18	Paper
How sea ice can affect coastal swells, infragravity waves and leaky wave modes: spectral adaptation from modulation	2021-11-17	Paper
Near-Optimal Decentralized Algorithms for Saddle Point Problems over Time-Varying Networks	2021-07-13	Paper
On Accelerated Methods for Saddle-Point Problems with Composite Structure	2021-03-16	Paper
An Optimal Algorithm for Strongly Convex Minimization under Affine Constraints	2021-02-22	Paper
Towards accelerated rates for distributed optimization over time-varying networks	2020-09-23	Paper
Fast Linear Convergence of Randomized BFGS	2020-02-26	Paper
Accelerated methods for composite non-bilinear saddle point problem	2019-06-09	Paper
RSN: Randomized Subspace Newton	2019-05-26	Paper
Stochastic Distributed Learning with Gradient Quantization and Variance Reduction	2019-04-10	Paper
Stochastic Spectral and Conjugate Descent Methods	2018-02-11	Paper

Research outcomes over time

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