Search Results for author: Yurii Nesterov

Found 5 papers, 1 papers with code

Super-Universal Regularized Newton Method

no code implementations11 Aug 2022 Nikita Doikov, Konstantin Mishchenko, Yurii Nesterov

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems.

Dynamic pricing under nested logit demand

no code implementations12 Jan 2021 David Müller, Yurii Nesterov, Vladimir Shikhman

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores.

Optimization and Control Theoretical Economics 90C25, 91B42

Inexact Tensor Methods with Dynamic Accuracies

1 code implementation ICML 2020 Nikita Doikov, Yurii Nesterov

In this paper, we study inexact high-order Tensor Methods for solving convex optimization problems with composite objective.

Optimization and Control

Stochastic Subspace Cubic Newton Method

no code implementations ICML 2020 Filip Hanzely, Nikita Doikov, Peter Richtárik, Yurii Nesterov

In this paper, we propose a new randomized second-order optimization algorithm---Stochastic Subspace Cubic Newton (SSCN)---for minimizing a high dimensional convex function $f$.

Second-order methods

Learning Supervised PageRank with Gradient-Based and Gradient-Free Optimization Methods

no code implementations NeurIPS 2016 Lev Bogolubsky, Pavel Dvurechenskii, Alexander Gasnikov, Gleb Gusev, Yurii Nesterov, Andrei M. Raigorodskii, Aleksey Tikhonov, Maksim Zhukovskii

In this paper, we consider a non-convex loss-minimization problem of learning Supervised PageRank models, which can account for features of nodes and edges.

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