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 …

An accelerated method for decentralized distributed stochastic optimization over time-varying graphs

A Rogozin, M Bochko, P Dvurechensky… - 2021 60th IEEE …, 2021 - ieeexplore.ieee.org
We consider a distributed stochastic optimization problem that is solved by a decentralized
network of agents with only local communication between neighboring agents. The goal of …

Generalized mirror prox algorithm for monotone variational inequalities: Universality and inexact oracle

F Stonyakin, A Gasnikov, P Dvurechensky… - Journal of Optimization …, 2022 - Springer
We introduce an inexact oracle model for variational inequalities with monotone operators,
propose a numerical method that solves such variational inequalities, and analyze its …

Inexact tensor methods and their application to stochastic convex optimization

A Agafonov, D Kamzolov, P Dvurechensky… - Optimization Methods …, 2023 - Taylor & Francis
We propose general non-accelerated [The results for non-accelerated methods first
appeared in December 2020 in the preprint (A. Agafonov, D. Kamzolov, P. Dvurechensky …

[HTML][HTML] Decentralized personalized federated learning: Lower bounds and optimal algorithm for all personalization modes

A Sadiev, E Borodich, A Beznosikov… - EURO Journal on …, 2022 - Elsevier
This paper considers the problem of decentralized, personalized federated learning. For
centralized personalized federated learning, a penalty that measures the deviation from the …

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 …

Exploiting higher-order derivatives in convex optimization methods

D Kamzolov, A Gasnikov, P Dvurechensky… - arXiv preprint arXiv …, 2022 - arxiv.org
Exploiting higher-order derivatives in convex optimization is known at least since 1970's. In
each iteration higher-order (also called tensor) methods minimize a regularized Taylor …

Tensor methods for strongly convex strongly concave saddle point problems and strongly monotone variational inequalities

P Ostroukhov, R Kamalov, P Dvurechensky… - arXiv preprint arXiv …, 2020 - arxiv.org
In this paper we propose three $ p $-th order tensor methods for $\mu $-strongly-convex-
strongly-concave saddle point problems (SPP). The first method is based on the assumption …

Solving strongly convex-concave composite saddle point problems with a small dimension of one of the variables

E Gladin, I Kuruzov, F Stonyakin, D Pasechnyuk… - arXiv preprint arXiv …, 2020 - arxiv.org
The article is devoted to the development of algorithmic methods ensuring efficient
complexity bounds for strongly convex-concave saddle point problems in the case when one …