Demo Data from EDBT 2026 / reviewers in the wild / expert
Sergey Guminov
dblp:239/5454
· DBLP profile ↗
1ranked-venue papers
1as first author
1since 2021 · last 2021
—ORCID · none
Domains — the database's venue-derived domains; a paper can count in several
Artificial intelligence and machine learning · 1 · 1 first-author · 1 since 2021
Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.
| Theoretical computer science
1 paper |
Mathematical optimization · 100% |
Topics — the 3 heaviest of 3, each with the papers that count most for it
| Topic | Weight | Papers | Last | Evidence papers |
|---|---|---|---|---|
Mathematical optimization › continuous optimization › convex optimization › first-order methods
accelerated first-order methods |
0.5 | 1 | 2021 | On a Combination of Alternating Minimization and Nesterov's Momentum · ICML 2021 |
Mathematical optimization › continuous optimization
convex optimization |
0.5 | 1 | 2021 | On a Combination of Alternating Minimization and Nesterov's Momentum · ICML 2021 |
Mathematical optimization
nonconvex optimization |
0.5 | 1 | 2021 | On a Combination of Alternating Minimization and Nesterov's Momentum · ICML 2021 |
Methods — techniques the papers use, named apart from their topics
primal-dual method · 0.5nesterov's momentum · 0.5alternating minimization · 0.5
| Year | Publication | Venue | Position |
|---|---|---|---|
| 2021 | On a Combination of Alternating Minimization and Nesterov's MomentumabstractAlternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov’s accelerated gradient is theoretically optimal first-order method for convex optimization. In this paper we combine AM and Nesterov’s acceleration to propose an accelerated alternating minimization algorithm. We prove $1/k^2$ convergence rate in terms of the objective for convex problems and $1/k$ in terms of the squared gradient norm for non-convex problems, where $k$ is the iteration counter. Our method does not require any knowledge of neither convexity of the problem nor function parameters such as Lipschitz constant of the gradient, i.e. it is adaptive to convexity and smoothness and is uniformly optimal for smooth convex and non-convex problems. Further, we develop its primal-dual modification for strongly convex problems with linear constraints and prove the same $1/k^2$ for the primal objective residual and constraints feasibility. Sergey Guminov, Pavel E. Dvurechensky, Nazarii Tupitsa, Alexander V. Gasnikov |
ICML | 1 |