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. |
News
- On 8-12 of April I was at the Workshop on Nonsmooth Optimization and Applications (NOPTA 2024) in Honor of the 75th Birthday of Boris Mordukhovich. I had a pleasure to give a semi-plenary talk on our joint works with Mathias Staudigl on barrier algorithms for non-convex problems.
- Together with Matthias Liero, Gabriele Steidl, and Jia-Jie Zhu we organized Workshop on Optimal Transport from Theory to Applications. Slides of the talks are available on the Workshop website.
- Joint paper with Jia-Jie Zhu on Mirror-Prox algorithm for optimization involving measure variable has been accepted to AISTATS 2024. Preprint.
- Joint paper with Mathias Staudigl on barrier algorithms for non-convex conic problems has been accepted for publication at Mathematical Programming. DOI: 10.1007/s10107-024-02062-7.
- On 13.12.2023 I successfully finished my Habilitation process at the Humboldt University of Berlin.
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
- Stochastic Optimization
- Optimal control of partial differential equations and nonlinear optimization
- Statistical inverse problems
Publications
List of publicationsProjects
- MATH+-project EF3-8 "Equilibria for Distributed Multi-Modal Energy Systems under Uncertainty"
Joint project with M. Hintermüller, C. Geiersbach, and A. Kannan, 2023-2025. - MATH+-project EF3-8 "Analysis of brain signals by Bayesian Optimal Transport"
Joint project with K.-R. Müuller, S. Nakajima, and V. Spokoiny, 2021-2022. - MATH+-project EF3-3 "Optimal transport for imaging"
Joint project with M. Hintermüller, and V. Spokoiny, 2019-2022.
Short CV
2023 | Habilitation in mathematics, Humboldt University Berlin, Title: "Large-Scale Numerical Optimization: Inexact Oracle, Primal-Dual Analysis, Ill-Conditioned Problems" |
Since 2015 | Research fellow, Research Group 6 "Stochastic Algorithms and Nonparametric Statistics", WIAS, Berlin |
2014 - 2015 | Research assistant, Institute for Information Transmission Problems, Moscow, Russia |
2009 - 2015 | Junior researcher, Moscow Institute of Physics and Technology, Moscow, Russia |
2013 | Ph.D., Moscow Institute of Physics and Technology, Moscow, Russia |
2010 | Master's Diploma, Moscow Institute of Physics and Technology, Moscow, Russia |
2008 | Bachelor's Diploma, Moscow Institute of Physics and Technology, Moscow, Russia |
Extended CV |
Teaching
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Modern Algorithmical Optimization
Higher School of Economics, Moscow, autumn semester 2021, Online
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Theory of optimization algorithms for large-scale problems motivated by
machine learning applications
Humboldt University, Berlin, winter semester 2020/2021, Online
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Modern Algorithmical Optimization
Higher School of Economics, Moscow, autumn semester 2020, Online
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Recent developments in optimization methods and machine learning applications
Humboldt University, Berlin, winter semester 2019/2020
Contact details
Pavel.Dvurechensky@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 |
Google Scholar | Pavel Dvurechensky |
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Last updated 16.04.2024