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JOURNALS // Avtomatika i Telemekhanika

Avtomat. i Telemekh., 2017, Issue 2, Pages 36–49 (Mi at14682)

Stochastic online optimization. Single-point and multi-point non-linear multi-armed bandits. Convex and strongly-convex case
A. V. Gasnikov, E. A. Krymova, A. A. Lagunovskaya, I. N. Usmanova, F. A. Fedorenko

This publication is cited in the following articles:
  1. Yan Zhang, Michael M. Zavlanos, “Cooperative Multiagent Reinforcement Learning With Partial Observations”, IEEE Trans. Automat. Contr., 69:2 (2024), 968  crossref
  2. A. V. Gasnikov, A. V. Lobanov, F. S. Stonyakin, “Highly Smooth Zeroth-Order Methods for Solving Optimization Problems under the PL Condition”, Comput. Math. and Math. Phys., 64:4 (2024), 739  crossref
  3. Wouter Jongeneel, Man-Chung Yue, Daniel Kuhn, “Small Errors in Random Zeroth-Order Optimization Are Imaginary”, SIAM J. Optim., 34:3 (2024), 2638  crossref
  4. Alexander Gasnikov, Darina Dvinskikh, Pavel Dvurechensky, Eduard Gorbunov, Aleksandr Beznosikov, Alexander Lobanov, Encyclopedia of Optimization, 2024, 1  crossref
  5. Yan Zhang, Yi Zhou, Kaiyi Ji, Yi Shen, Michael M. Zavlanos, “Boosting One-Point Derivative-Free Online Optimization via Residual Feedback”, IEEE Trans. Automat. Contr., 69:9 (2024), 6309  crossref
  6. Andrey Veprikov, Alexander Bogdanov, Vladislav Minashkin, Aleksandr Beznosikov, “New aspects of black box conditional gradient: Variance reduction and one point feedback”, Chaos, Solitons & Fractals, 189 (2024), 115654  crossref
  7. G. K. Bychkov, D. M. Dvinskikh, A. V. Antsiferova, A. V. Gasnikov, A. V. Lobanov, “Accelerated Zero-Order SGD under High-Order Smoothness and Overparameterized Regime”, Rus. J. Nonlin. Dyn., 20:5 (2024), 759–788  mathnet  crossref
  8. Pavel Dvurechensky, Alexander Gasnikov, Alexander Tyurin, Vladimir Zholobov, Springer Proceedings in Mathematics & Statistics, 425, Foundations of Modern Statistics, 2023, 511  crossref
  9. B. A. Alashkar, A. V. Gasnikov, D. M. Dvinskikh, A. V. Lobanov, “Gradient-free federated learning methods with $l_1$ and $l_2$-randomization for non-smooth convex stochastic optimization problems”, Comput. Math. Math. Phys., 63:9 (2023), 1600–1653  mathnet  mathnet  crossref  crossref
  10. Oleg Savchuk, Fedor Stonyakin, Mohammad Alkousa, Rida Zabirova, Alexander Titov, Alexander Gasnikov, Communications in Computer and Information Science, 1881, Mathematical Optimization Theory and Operations Research: Recent Trends, 2023, 29  crossref
  11. Aleksandr Lobanov, Andrew Veprikov, Georgiy Konin, Aleksandr Beznosikov, Alexander Gasnikov, Dmitry Kovalev, “Non-smooth setting of stochastic decentralized convex optimization problem over time-varying Graphs”, Comput Manag Sci, 20:1 (2023)  crossref
  12. Aleksandr Lobanov, Lecture Notes in Computer Science, 14395, Optimization and Applications, 2023, 60  crossref
  13. Nikita Kornilov, Alexander Gasnikov, Pavel Dvurechensky, Darina Dvinskikh, “Gradient-free methods for non-smooth convex stochastic optimization with heavy-tailed noise on convex compact”, Comput Manag Sci, 20:1 (2023)  crossref
  14. Raghu Bollapragada, Stefan M. Wild, “Adaptive sampling quasi-Newton methods for zeroth-order stochastic optimization”, Math. Prog. Comp., 15:2 (2023), 327  crossref
  15. Balasubramanian K., Ghadimi S., “Zeroth-Order Nonconvex Stochastic Optimization: Handling Constraints, High Dimensionality, and Saddle Points”, Found. Comput. Math., 22:1 (2022), 35–76  crossref  isi
  16. A. I. Bazarova, A. N. Beznosikov, A. V. Gasnikov, “Linearly convergent gradient-free methods for minimization of parabolic approximation”, Kompyuternye issledovaniya i modelirovanie, 14:2 (2022), 239–255  mathnet  crossref
  17. Abhishek Roy, Lingqing Shen, Krishnakumar Balasubramanian, Saeed Ghadimi, “Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference”, Bernoulli, 28:3 (2022)  crossref
  18. Vasilii Novitskii, Alexander Gasnikov, “Improved exploitation of higher order smoothness in derivative-free optimization”, Optim Lett, 16:7 (2022), 2059  crossref
  19. Darina Dvinskikh, Vladislav Tominin, Iaroslav Tominin, Alexander Gasnikov, Lecture Notes in Computer Science, 13367, Mathematical Optimization Theory and Operations Research, 2022, 18  crossref
  20. Eduard Gorbunov, Pavel Dvurechensky, Alexander Gasnikov, “An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization”, SIAM J. Optim., 32:2 (2022), 1210  crossref
  21. Yan Zhang, Yi Zhou, Kaiyi Ji, Michael M. Zavlanos, “A new one-point residual-feedback oracle for black-box learning and control”, Automatica, 136 (2022), 110006  crossref
  22. P. Dvurechensky, E. Gorbunov, A. Gasnikov, “An accelerated directional derivative method for smooth stochastic convex optimization”, Eur. J. Oper. Res., 290:2 (2021), 601–621  crossref  mathscinet  isi  scopus
  23. R. Bollapragada, M. Menickelly, W. Nazarewicz, J. O'Neal, P.-G. Reinhard, S. M. Wild, “Optimization and supervised machine learning methods for fitting numerical physics models without derivatives”, J. Phys. G-Nucl. Part. Phys., 48:2 (2021), 024001  crossref  isi  scopus
  24. Aleksandr Beznosikov, Vasilii Novitskii, Alexander Gasnikov, Lecture Notes in Computer Science, 12755, Mathematical Optimization Theory and Operations Research, 2021, 144  crossref
  25. X. Luo, Ya. Zhang, M. M. Zavlanos, “Socially-aware robot planning via bandit human feedback”, 2020 Acm/IEEE 11Th International Conference on Cyber-Physical Systems (Iccps 2020), Acm-IEEE International Conference on Cyber-Physical Systems, IEEE Computer Soc, 2020, 216–225  crossref  isi
  26. X. Yi, X. Li, T. Yang, L. Xie, T. Chai, K. H. Johansson, “A distributed primal-dual algorithm for bandit online convex optimization with time-varying coupled inequality constraints”, 2020 American Control Conference (Acc), Proceedings of the American Control Conference, IEEE, 2020, 327–332  mathscinet  isi
  27. Alexander A. Titov, Fedor S. Stonyakin, Mohammad S. Alkousa, Seydamet S. Ablaev, Alexander V. Gasnikov, Communications in Computer and Information Science, 1275, Mathematical Optimization Theory and Operations Research, 2020, 133  crossref
  28. Xinlei Yi, Xiuxian Li, Tao Yang, Lihua Xie, Tianyou Chai, Karl H. Johansson, 2020 American Control Conference (ACC), 2020, 327  crossref
  29. Aleksandr Beznosikov, Abdurakhmon Sadiev, Alexander Gasnikov, Communications in Computer and Information Science, 1275, Mathematical Optimization Theory and Operations Research, 2020, 105  crossref
  30. E. A. Vorontsova, A. V. Gasnikov, E. A. Gorbunov, “Uskorennyi spusk po sluchainomu napravleniyu s neevklidovoi proks-strukturoi”, Avtomat. i telemekh., 2019, no. 4, 126–143  mathnet  crossref  elib
  31. M. S. Alkousa, “On some stochastic mirror descent methods for constrained online optimization problems”, Kompyuternye issledovaniya i modelirovanie, 11:2 (2019), 205–217  mathnet  crossref
  32. J. Larson, M. Menickelly, S. M. Wild, “Derivative-free optimization methods”, Acta Numer., 28 (2019), 287–404  crossref  mathscinet  zmath  isi  scopus
  33. Alexander A. Titov, Fedor S. Stonyakin, Alexander V. Gasnikov, Mohammad S. Alkousa, Communications in Computer and Information Science, 974, Optimization and Applications, 2019, 64  crossref
  34. E. A. Vorontsova, A. V. Gasnikov, E. A. Gorbunov, “Accelerated Directional Search with Non-Euclidean Prox-Structure”, Autom Remote Control, 80:4 (2019), 693  crossref
  35. A. S. Bayandina, A. V. Gasnikov, A. A. Lagunovskaya, “Gradient-free two-point methods for solving stochastic nonsmooth convex optimization problems with small non-random noises”, Autom. Remote Control, 79:8 (2018), 1399–1408  mathnet  crossref  isi  elib
  36. A. S. Bayandina, A. V. Gasnikov, E. V. Gasnikova, S. V. Matsievskii, “Primal-dual mirror descent method for constraint stochastic optimization problems”, Comput. Math. Math. Phys., 58:11 (2018), 1728–1736  mathnet  mathnet  crossref  crossref  isi  scopus


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