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    Numerical Methods for the Resource Allocation Problem in a Computer Network

    The resource allocation problem in computer networks with a large number of links is considered. The links are used by consumers (users), whose number can also be very large. For the dual problem, numerical op...

    E. A. Vorontsova, A. V. Gasnikov in Computational Mathematics and Mathematical… (2021)

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    The Walrasian Equilibrium and Centralized Distributed Optimization in Terms of Modern Convex Optimization Methods by an Example of the Resource Allocation Problem

    The resource allocation problem and its numerical solution are considered. The following is demonstrated: (1) Walrasian price-adjustment mechanism for determining the equilibrium state; (2) decentralized role ...

    E. A. Vorontsova, A. V. Gasnikov, A. S. Ivanova in Numerical Analysis and Applications (2019)

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    Accelerated Gradient-Free Optimization Methods with a Non-Euclidean Proximal Operator

    We propose an accelerated gradient-free method with a non-Euclidean proximal operator associated with the p-norm (1 ⩽ p ⩽ 2). We obtain estimates for the rate of convergence of the method under low noise arising ...

    E. A. Vorontsova, A. V. Gasnikov, E. A. Gorbunov in Automation and Remote Control (2019)

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    Article

    On the Upper Bound for the Expectation of the Norm of a Vector Uniformly Distributed on the Sphere and the Phenomenon of Concentration of Uniform Measure on the Sphere

    We consider the problem of constructing upper bounds for the expectation of the norm of a vector uniformly distributed on the Euclidean unit sphere.

    É. A. Gorbunov, E. A. Vorontsova, A. V. Gasnikov in Mathematical Notes (2019)

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    Article

    Accelerated Directional Search with Non-Euclidean Prox-Structure

    We consider smooth convex optimization problems whose full gradient is not available for their numerical solution. In 2011, Yu.E. Nesterov proposed accelerated gradient-free methods for solving such problems. ...

    E. A. Vorontsova, A. V. Gasnikov, E. A. Gorbunov in Automation and Remote Control (2019)

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    Article

    Synthesis of Cutting and Separating Planes in a Nonsmooth Optimization Method1

    A solution algorithm is proposed for problems of nondifferentiable optimization of a family of separating plane methods with additional clip**s generated by the solution of an auxiliary problem of the cuttin...

    E. A. Vorontsova, E. A. Nurminski in Cybernetics and Systems Analysis (2015)