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News
October 8, 2026
HSE Experts Take Part in 23rd Annual Meeting of Valdai Discussion Club
The 23rd Annual Meeting of the Valdai Discussion Club was held from September 28 to October 1, 2026 under the theme ‘Responsibility for the Future: Limits of the Possible, or Limitless Possibilities?’ The forum brought together 120 experts from 40 countries, including representatives of China, the United States, India, Brazil, the United Kingdom, Germany, Egypt, Iran, and Japan.
October 7, 2026
‘Our Team Consists of True Leaders in Their Respective Academic Disciplines
The HSE International Centre of Decision Choice and Analysis studies a wide range of methods for analysing decision-making and possible scenarios for the development of natural, socio-economic, and political phenomena using various mathematical models. The application of advanced mathematical methods to forecasting helps to prevent negative outcomes and avoid erroneous decisions. The HSE News Service spoke to the centre’s director, Prof. Fuad Aleskerov, about its work.
October 6, 2026
International N5 Symposium ‘Neural Networks and Nonlinearity in Nizhny Novgorod Brings Together Scientists from Russia and Serbia
The International N5 Symposium ‘Neural Networks and Nonlinearity in Nizhny Novgorod’ was held at the Nizhny Novgorod House of Scientists from September 23 to 26. The event was organised by HSE University–Nizhny Novgorod and the Nizhny Novgorod House of Scientists, with the participation of Sberbank and the Institute of Physics Belgrade. The symposium was held for the second time: the first conference took place in 2025 and attracted considerable interest from the academic community.

 

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First-Order Constrained Optimization: Non-smooth Dynamical System Viewpoint

IFAC-PapersOnLine. 2022. Vol. 55. No. 16. P. 236–241.
Schechtman S., Tiapkin D., Moulines E., Jordan M., Muehlebach M.

In a recent paper, Muehlebach and Jordan (2021a) proposed a novel algorithm for constrained optimization that uses original ideals from nonsmooth dynamical systems. In this work, we extend Muehlebach and Jordan (2021a) in several important directions: (i) we provide existence and convergence results for continuous-time trajectories under general conditions, and (ii) we provide a convergence guarantee for a perturbed version of the discrete-time version of the algorithm (covering stochastic gradient updates), for nonconvex and nonsmooth objective functions. Our analysis framework rationalizes the continuous-time and discrete-time cases, which not only provides an important intuition but could also enable convergence proofs for accelerated or Newton-like versions of our algorithm.

Research target: Computer Science
Language: English
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Keywords: nonsmooth optimal controlstochastic optimization
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