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Primal-dual fast gradient method with a model
Компьютерные исследования и моделирование. 2020. Т. 12. № 2. С. 263–274.
Tyurin A.
Gladin E., Gasnikov A., Dvurechensky P., Journal of Optimization Theory and Applications 2025 Vol. 204 No. 1 Article 1
Accuracy certificates for convex minimization problems allow for online verification of the accuracy of approximate solutions and provide a theoretically valid online stopping criterion. When solving the Lagrange dual problem, accuracy certificates produce a simple way to recover an approximate primal solution and estimate its accuracy. In this paper, we generalize accuracy certificates for the ...
Added: November 29, 2024
Gladin E., Lavrik-Karmazin M., Zainullina K. et al., Proceedings of Machine Learning Research 2023 Vol. 206 P. 11506–11533
The problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual approach is proposed with the integration of two ingredients: entropy-regularized policy optimizer and Vaidya’s dual optimizer, both of which ...
Added: November 6, 2024
Dvurechensky P., Gasnikov A., Gasnikova E. et al., В кн.: Proceedings of DOOR 2016 Conference, special issue of CEUR Workshop ProceedingsVol. 1623.: CEUR Workshop Proceedings, 2016. С. 584–595.
In this paper, we consider a large class of hierarchical congestion population games. One can show that the equilibrium in a game of such type can be described as a minimum point in a properly constructed multi-level convex optimization problem. We propose a fast primal-dual composite gradient method and apply it to the problem, which ...
Added: November 17, 2017