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swMATH28733MaRDI QIDQ40447FDOQ40447

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Cited In (50)

• A universal modification of the linear coupling method
• Optimal subgradient methods: computational properties for large-scale linear inverse problems
• Adaptivity of stochastic gradient methods for nonconvex optimization
• Inexact model: a framework for optimization and variational inequalities
• Quasi-convex feasibility problems: subgradient methods and convergence rates
• Optimal Affine-Invariant Smooth Minimization Algorithms
• On the properties of the method of minimization for convex functions with relaxation on the distance to extremum
• Universal Regularization Methods: Varying the Power, the Smoothness and the Accuracy
• Zeroth-order methods for noisy Hölder-gradient functions
• Universal intermediate gradient method for convex problems with inexact oracle
• Convex optimization with inexact gradients in Hilbert space and applications to elliptic inverse problems
• Stochastic model-based minimization of weakly convex functions
• Efficiency of the accelerated coordinate descent method on structured optimization problems
• Sharpness, restart, and acceleration
• Primal-dual accelerated gradient methods with small-dimensional relaxation oracle
• An accelerated directional derivative method for smooth stochastic convex optimization
• Nearly optimal first-order methods for convex optimization under gradient norm measure: an adaptive regularization approach
• Universal gradient methods for convex optimization problems
• Smoothness parameter of power of Euclidean norm
• New results on subgradient methods for strongly convex optimization problems with a unified analysis
• Accelerated first-order methods for large-scale convex optimization: nearly optimal complexity under strong convexity
• The method of codifferential descent for convex and global piecewise affine optimization
• Efficiency of minimizing compositions of convex functions and smooth maps
• The approximate duality gap technique: a unified theory of first-order methods
• Decentralized and parallel primal and dual accelerated methods for stochastic convex programming problems
• Accelerated Bregman proximal gradient methods for relatively smooth convex optimization
• A block inertial Bregman proximal algorithm for nonsmooth nonconvex problems with application to symmetric nonnegative matrix tri-factorization
• Generalized conditional gradient with augmented Lagrangian for composite minimization
• Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle
• Implementable tensor methods in unconstrained convex optimization
• Universal method for stochastic composite optimization problems
• Universal method of searching for equilibria and stochastic equilibria in transportation networks
• An adaptive proximal method for variational inequalities
• On the adaptivity of stochastic gradient-based optimization
• Accelerated extra-gradient descent: a novel accelerated first-order method
• A dual approach for optimal algorithms in distributed optimization over networks
• Optimal subgradient algorithms for large-scale convex optimization in simple domains
• A subgradient method for free material design
• On the global convergence rate of the gradient descent method for functions with Hölder continuous gradients
• Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\)
• Accelerated schemes for a class of variational inequalities
• Fast gradient descent for convex minimization problems with an oracle producing a \(( \delta, L)\)-model of function at the requested point
• Regularized Newton methods for minimizing functions with Hölder continuous hessians
• An optimal subgradient algorithm with subspace search for costly convex optimization problems
• Unified acceleration of high-order algorithms under general Hölder continuity
• Fast gradient methods for uniformly convex and weakly smooth problems
• On the quality of first-order approximation of functions with Hölder continuous gradient
• Regularized nonlinear acceleration
• Empirical risk minimization: probabilistic complexity and stepsize strategy
• Accelerated first-order methods for hyperbolic programming

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