Dr. Pavel Dvurechensky

Dr. Pavel Dvurechensky

I am a member of the research group Stochastic Algorithms and Nonparametric Statistics of the Weierstrass Institute for Applied Analysis and Stochastics.

Research interests

  • First- and second-order algorithms for convex and non-convex large-scale optimization problems
  • Randomized algorithms: random coordinate descent, random (zero-order/derivative-free) directional search
  • Algorithms for stochastic optimization
  • Optimization under inexact information and with adaptivity to unknown smoothness parameters
  • Second-order and higher-order (tensor) optimization methods
  • Numerical and complexity aspects of Optimal Transport distances and barycenters
  • Algorithms for saddle-point problems, Nash games, and variational inequalities
  • Distributed optimization (parallel and decentralized)
  • Applications to resource allocation, congested traffic modeling, web-page ranking, machine learning, gas networks equilibrium models
My research is connected to the following Mathematical Research Topics of WIAS

Publications

List of publications

Projects

Short CV

2023Habilitation in mathematics, Humboldt University Berlin, Title: "Large-Scale Numerical Optimization: Inexact Oracle, Primal-Dual Analysis, Ill-Conditioned Problems"
Since 2015Research fellow, Research Group 6 "Stochastic Algorithms and Nonparametric Statistics", WIAS, Berlin
2014 - 2015Research assistant, Institute for Information Transmission Problems, Moscow, Russia
2009 - 2015Junior researcher, Moscow Institute of Physics and Technology, Moscow, Russia
2013Ph.D., Moscow Institute of Physics and Technology, Moscow, Russia
2010Master's Diploma, Moscow Institute of Physics and Technology, Moscow, Russia
2008Bachelor's Diploma, Moscow Institute of Physics and Technology, Moscow, Russia
Extended CV

Teaching

Contact details

E-mail Pavel.Dvurechensky-please remove this text-@wias-berlin.de
Phone +49 (0) 30 20372 465
Fax +49 (0) 30 20372 316
Address Room 212, Weierstrass Institute, Mohrenstrasse 39, 10117 Berlin, Germany
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Last updated 28.03.2024