Optimal gradient sliding and its application to optimal distributed optimization under similarity

D Kovalev, A Beznosikov, E Borodich… - Advances in …, 2022 - proceedings.neurips.cc
We study structured convex optimization problems, with additive objective $ r:= p+ q $,
where $ r $ is ($\mu $-strongly) convex, $ q $ is $ L_q $-smooth and convex, and $ p $ is …

Recent theoretical advances in decentralized distributed convex optimization

E Gorbunov, A Rogozin, A Beznosikov… - … and Probability: With a …, 2022 - Springer
In the last few years, the theory of decentralized distributed convex optimization has made
significant progress. The lower bounds on communications rounds and oracle calls have …

Optimal extragradient-based algorithms for stochastic variational inequalities with separable structure

A Yuan, CJ Li, G Gidel, M Jordan… - Advances in Neural …, 2023 - proceedings.neurips.cc
We consider the problem of solving stochastic monotone variational inequalities with a
separable structure using a stochastic first-order oracle. Building on standard extragradient …

Oracle complexity separation in convex optimization

A Ivanova, P Dvurechensky, E Vorontsova… - Journal of Optimization …, 2022 - Springer
Many convex optimization problems have structured objective functions written as a sum of
functions with different oracle types (eg, full gradient, coordinate derivative, stochastic …

One-point gradient-free methods for composite optimization with applications to distributed optimization

I Stepanov, A Voronov, A Beznosikov… - arXiv preprint arXiv …, 2021 - arxiv.org
This work is devoted to solving the composite optimization problem with the mixture oracle:
for the smooth part of the problem, we have access to the gradient, and for the non-smooth …

Optimal algorithm with complexity separation for strongly convex-strongly concave composite saddle point problems

E Borodich, G Kormakov, D Kovalev… - arXiv preprint arXiv …, 2023 - arxiv.org
In this work, we focuses on the following saddle point problem $\min_x\max_y p (x)+ R (x, y)-
q (y) $ where $ R (x, y) $ is $ L_R $-smooth, $\mu_x $-strongly convex, $\mu_y $-strongly …

On Linear Convergence in Smooth Convex-Concave Bilinearly-Coupled Saddle-Point Optimization: Lower Bounds and Optimal Algorithms

D Kovalev, E Borodich - arXiv preprint arXiv:2411.14601, 2024 - arxiv.org
We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form
$\min_x\max_y f (x)+\langle y,\mathbf {B} x\rangle-g (y) $. In the highly specific case where …

Extragradient Sliding for Composite Non-Monotone Variational Inequalities

R Emelyanov, A Tikhomirov, A Beznosikov… - arXiv preprint arXiv …, 2024 - arxiv.org
Variational inequalities offer a versatile and straightforward approach to analyzing a broad
range of equilibrium problems in both theoretical and practical fields. In this paper, we …

The Mirror-Prox Sliding Method for Non-smooth decentralized saddle-point problems

I Kuruzov, A Rogozin, D Yarmoshik… - arXiv preprint arXiv …, 2022 - arxiv.org
The saddle-point optimization problems have a lot of practical applications. This paper
focuses on such non-smooth problems in decentralized case. This work contains …

Optimal Algorithms for Affinely Constrained, Distributed, Decentralized, Minimax, and High-Order Optimization Problems

D Kovalev - 2022 - repository.kaust.edu.sa
Optimization problems are ubiquitous in all quantitative scientific disciplines, from computer
science and engineering to operations research and economics. Developing algorithms for …