#3,380

Most Influential Person

Russian mathematician

Mathematics

#371

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#764

Historical Rank

Measure Theory

#250

World Rank

#392

Historical Rank

According to Wikipedia, Yurii Nesterov is a Russian mathematician, an internationally recognized expert in convex optimization, especially in the development of efficient algorithms and numerical optimization analysis. He is currently a professor at the University of Louvain .

- Introductory Lectures on Convex Optimization - A Basic Course (2014) (5467)
- Interior-point polynomial algorithms in convex programming (1994) (3819)
- A method for solving the convex programming problem with convergence rate O(1/k^2) (1983) (3704)
- Smooth minimization of non-smooth functions (2005) (2696)
- Gradient methods for minimizing composite objective function (2007) (1359)
- Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems (2012) (1338)
- Gradient methods for minimizing composite functions (2013) (1252)
- A method for unconstrained convex minimization problem with the rate of convergence o(1/k^2) (1983) (1006)
- Primal-dual subgradient methods for convex problems (2005) (925)
- Cubic regularization of Newton method and its global performance (2006) (869)
- Random Gradient-Free Minimization of Convex Functions (2017) (731)
- Self-Scaled Barriers and Interior-Point Methods for Convex Programming (1997) (709)
- Lectures on Convex Optimization (2018) (707)
- Primal-Dual Interior-Point Methods for Self-Scaled Cones (1998) (611)
- Generalized Power Method for Sparse Principal Component Analysis (2008) (597)
- Squared Functional Systems and Optimization Problems (2000) (506)
- First-order methods of smooth convex optimization with inexact oracle (2014) (472)
- Semidefinite relaxation and nonconvex quadratic optimization (1998) (465)
- New variants of bundle methods (1995) (452)
- Dual extrapolation and its applications to solving variational inequalities and related problems (2007) (313)
- Universal gradient methods for convex optimization problems (2015) (290)
- Excessive Gap Technique in Nonsmooth Convex Minimization (2005) (288)
- Linear convergence of first order methods for non-strongly convex optimization (2015) (279)
- Narrow scope for resolution-limit-free community detection. (2011) (270)
- Relatively Smooth Convex Optimization by First-Order Methods, and Applications (2016) (245)
- Accelerating the cubic regularization of Newton’s method on convex problems (2007) (226)
- Smoothing Technique and its Applications in Semidefinite Optimization (2004) (181)
- Computationally Efficient Approximations of the Joint Spectral Radius (2004) (149)
- On the Riemannian Geometry Defined by Self-Concordant Barriers and Interior-Point Methods (2002) (136)
- Solving Strongly Monotone Variational and Quasi-Variational Inequalities (2006) (133)
- Quality of semidefinite relaxation for nonconvex quadratic optimization (1997) (122)
- Efficiency of the Accelerated Coordinate Descent Method on Structured Optimization Problems (2017) (112)
- Implementable tensor methods in unconstrained convex optimization (2019) (112)
- Subgradient methods for huge-scale optimization problems (2014) (107)
- Semidefinite programming relaxations of nonconvex quadratic optimization (2000) (104)
- Infeasible-start primal-dual methods and infeasibility detectors for nonlinear programming problems (1999) (102)
- Complexity estimates of some cutting plane methods based on the analytic barrier (1995) (101)
- Deterministic and Stochastic Primal-Dual Subgradient Algorithms for Uniformly Convex Minimization (2014) (98)
- Complexity bounds for primal-dual methods minimizing the model of objective function (2018) (94)
- Optimization Problems over Positive Pseudopolynomial Matrices (2003) (91)
- Modified Gauss–Newton scheme with worst case guarantees for global performance (2007) (91)
- Optimal methods of smooth convex minimization (1986) (90)
- Conic formulation of a convex programming problem and duality (1992) (88)
- First-order methods with inexact oracle: the strongly convex case (2013) (87)
- Double Smoothing Technique for Large-Scale Linearly Constrained Convex Optimization (2012) (85)
- Lexicographic differentiation of nonsmooth functions (2005) (84)
- Primal-dual subgradient methods for minimizing uniformly convex functions (2010) (82)
- Global quadratic optimization via conic relaxation (1998) (79)
- On first-order algorithms for l1/nuclear norm minimization (2013) (75)
- Random walk in a simplex and quadratic optimization over convex polytopes (2003) (74)
- Towards non-symmetric conic optimization (2012) (72)
- Polynomial-Time Computation of the Joint Spectral Radius for Some Sets of Nonnegative Matrices (2009) (71)
- On the accuracy of the ellipsoid norm approximation of the joint spectral radius (2005) (67)
- An interior-point method for generalized linear-fractional programming (1995) (63)
- Primal–dual accelerated gradient methods with small-dimensional relaxation oracle (2018) (62)
- Regularized Newton Methods for Minimizing Functions with Hölder Continuous Hessians (2017) (58)
- Quasi-monotone Subgradient Methods for Nonsmooth Convex Minimization (2015) (58)
- Learning Supervised PageRank with Gradient-Based and Gradient-Free Optimization Methods (2016) (51)
- Universal Method for Stochastic Composite Optimization Problems (2018) (51)
- Convex optimization over positive polynomials and filter design (2000) (50)
- Solving Infinite-dimensional Optimization Problems by Polynomial Approximation (2010) (49)
- Rounding of convex sets and efficient gradient methods for linear programming problems (2004) (48)
- Random Block Coordinate Descent Methods for Linearly Constrained Optimization over Networks (2015) (45)
- Self-Scaled Cones and Interior-Point Methods in Nonlinear Programming (1994) (44)
- Double smoothing technique for infinite-dimensional optimization problems with applications to optimal control (2010) (43)
- Intermediate gradient methods for smooth convex problems with inexact oracle (2013) (38)
- Barrier subgradient method (2011) (37)
- Long-step strategies in interior-point primal-dual methods (1997) (37)
- A RANDOM COORDINATE DESCENT METHOD ON LARGE-SCALE OPTIMIZATION PROBLEMS WITH LINEAR CONSTRAINTS (2013) (36)
- Accelerated Regularized Newton Methods for Minimizing Composite Convex Functions (2019) (35)
- Positivity and Linear Matrix Inequalities (2002) (35)
- Structure of non-negative polynomials and optimization problems (1997) (34)
- Accelerated Primal-Dual Gradient Descent with Linesearch for Convex, Nonconvex, and Nonsmooth Optimization Problems (2019) (34)
- Efficient numerical methods for entropy-linear programming problems (2016) (33)
- Rates of superlinear convergence for classical quasi-Newton methods (2020) (33)
- Unconstrained Convex Minimization in Relative Scale (2003) (33)
- Nearest stable system using successive convex approximations (2013) (31)
- Optimizing the Spectral Radius (2013) (30)
- Minimizing Uniformly Convex Functions by Cubic Regularization of Newton Method (2019) (30)
- Greedy Quasi-Newton Methods with Explicit Superlinear Convergence (2020) (30)
- Finding the stationary states of Markov chains by iterative methods (2015) (30)
- Primal-Dual Subgradient Method for Huge-Scale Linear Conic Problems (2014) (30)
- Convergent subgradient methods for nonsmooth convex minimization (2014) (29)
- New Results on Superlinear Convergence of Classical Quasi-Newton Methods (2020) (28)
- Towards Nonsymmetric Conic Optimization (2006) (28)
- Exponential Ranking: Taking into Account Negative Links (2010) (25)
- Stable Traffic Equilibria: Properties and Applications (2000) (25)
- Superfast Second-Order Methods for Unconstrained Convex Optimization (2020) (25)
- Dual subgradient method with averaging for optimal resource allocation (2017) (25)
- Cubic Regularization of Newton's Method for Convex Problems with Constraints (2006) (25)
- Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure (2021) (24)
- On inexact solution of auxiliary problems in tensor methods for convex optimization (2019) (24)
- Constructing Self-Concordant Barriers for Convex Cones (2006) (23)
- Local quadratic convergence of polynomial-time interior-point methods for conic optimization problems (2009) (23)
- Stochastic Subspace Cubic Newton Method (2020) (22)
- Tensor Methods for Minimizing Functions with H\"{o}lder Continuous Higher-Order Derivatives (2019) (22)
- Optimizing the Coupling Between Two Isometric Projections of Matrices (2008) (21)
- Stochastic gradient methods with inexact oracle (2014) (21)
- Interior-point methods: An old and new approach to nonlinear programming (1997) (20)
- Local convergence of tensor methods (2019) (20)
- Multi-Parameter Surfaces of Analytic Centers and Long-Step Surface-Following Interior Point Methods (1998) (19)
- Approximations of the Rate of Growth of Switched Linear Systems (2004) (19)
- Contracting Proximal Methods for Smooth Convex Optimization (2019) (19)
- Dual Extrapolation and its Applications for Solving Variational Inequalities and Related Problems' (2003) (19)
- Tensor methods for finding approximate stationary points of convex functions (2019) (18)
- Local Superlinear Convergence of Polynomial-Time Interior-Point Methods for Hyperbolicity Cone Optimization Problems (2014) (18)
- Modified Gauss-Newton Scheme with Worst-Case Guarantees for its Global Performance (2003) (17)
- Positive transfer functions and convex optimization (1999) (17)
- Random Gradient-Free Minimization of Convex Functions (2015) (16)
- Primal-dual accelerated gradient descent with line search for convex and nonconvex optimization problems (2019) (16)
- Optimization over positive polynomial matrices (2000) (15)
- Tensor Methods for Minimizing Convex Functions with Hölder Continuous Higher-Order Derivatives (2019) (15)
- Smooth Convex Optimization (2004) (15)
- On the efficiency of a randomized mirror descent algorithm in online optimization problems (2015) (15)
- Infeasible Start Interior-Point Primal-Dual Methods in Nonlinear Programming (1995) (14)
- Universal fast gradient method for stochastic composit optimization problems (2016) (14)
- Algorithmic models of market equilibrium (2013) (13)
- How to advance in Structural Convex Optimization (2008) (13)
- Indirect reciprocity through gossiping can lead to cooperative clusters (2011) (13)
- First-order methods of smooth convex optimization with inexact oracle (2013) (13)
- Nonsmooth Convex Optimization (2004) (12)
- Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem (1991) (12)
- Inexact Tensor Methods with Dynamic Accuracies (2020) (12)
- Inexact basic tensor methods for some classes of convex optimization problems (2020) (12)
- Homogeneous Analytic Center Cutting Plane Methods with Approximate Centers (1999) (11)
- Characteristic functions of directed graphs and applications to stochastic equilibrium problems (2007) (11)
- Global quadratic optimization on the sets with simplex structure (1999) (11)
- Primal-Dual Methods for Solving Infinite-Dimensional Games (2015) (11)
- Universal method with inexact oracle and its applications for searching equillibriums in multistage transport problems (2015) (11)
- Cubic regularization of a Newton scheme and its global performance (2003) (10)
- Gradient regularization of Newton method with Bregman distances (2021) (10)
- Gradient methods for minimizing composite functions (2012) (10)
- Globally Convergent Second-order Schemes for Minimizing Twice-differentiable Functions (2016) (10)
- A gradient-type algorithm optimizing the coupling between matrices (2008) (10)
- One class of methods of unconditional minimization of a convex function, having a high rate of convergence (1985) (9)
- Central path and Riemannian distances (2003) (9)
- Computing Closest Stable Nonnegative Matrix (2020) (9)
- Primal Central Paths and Riemannian Distances for Convex Sets (2008) (9)
- On the three-stage version of stable dynamic model (2014) (9)
- Affine-invariant contracting-point methods for Convex Optimization (2020) (8)
- Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes (2012) (8)
- Gradient methods with memory (2021) (8)
- Recent Advances in Structural Optimization (2011) (7)
- Minimizing Functions with Bounded Variation of Subgradients (2005) (7)
- A DOUBLE SMOOTHING TECHNIQUE FOR CONSTRAINED CONVEX OPTIMIZATION PROBLEMS AND APPLICATIONS TO OPTIMAL CONTROL (2011) (7)
- Distributed Price Adjustment Based on Convex Analysis (2017) (7)
- Soft clustering by convex electoral model (2020) (7)
- Excessive revenue model of competitive markets (2016) (7)
- Computation of Fisher–Gale Equilibrium by Auction (2015) (6)
- Algorithm of Price Adjustment for Market Equilibrium (2015) (6)
- Narrow scope for resolution-free community detection (2011) (6)
- Parabolic target space and primal-dual interior-point methods (2008) (6)
- Super-Universal Regularized Newton Method (2022) (6)
- Dual Methods for Finding Equilibriums in Mixed Models of Flow Distribution in Large Transportation Networks (2018) (5)
- Computing closest stable non-negative matrices (2017) (5)
- Convex optimization based on global lower second-order models (2020) (5)
- Adaptive Third-Order Methods for Composite Convex Optimization (2022) (5)
- High-order methods beyond the classical complexity bounds, II: inexact high-order proximal-point methods with segment search (2021) (5)
- Universal gradient methods for convex optimization problems (2014) (5)
- Primal-Dual Methods and Infeasibility Detectors for Nonlinear Programming Problems (1996) (5)
- Smoothness Parameter of Power of Euclidean Norm (2019) (5)
- The analytic center of LMI's and Riccati equations (1999) (5)
- Inexact accelerated high-order proximal-point methods (2021) (5)
- Fast Fourier Transform and its Applications to Integer Knapsack Problems (2004) (4)
- Discrete Choice Prox-Functions on the Simplex (2019) (4)
- Computation of the Analytic Center of the Solution Set of the Linear Matrix Inequality Arising in Continuous- and Discrete-Time Passivity Analysis (2019) (4)
- Nonsymmetric Potential-Reduction Methods for General Cones (2006) (4)
- Efficient numerical methods to solve sparse linear equations with application to PageRank (2015) (4)
- High-order methods beyond the classical complexity bounds, I: inexact high-order proximal-point methods (2021) (3)
- Subgradient ellipsoid method for nonsmooth convex problems (2021) (3)
- Optimization Problems over Non-negative Polynomials with Interpolation Constraints (2003) (3)
- Entropy linear programming (2014) (3)
- Learning Supervised PageRank with Gradient-Free Optimization Methods (2014) (3)
- Increasing Training Stability for Deep CNNS (2018) (2)
- Power method tÃ¢tonnements for Cobb-Douglas economies (2017) (2)
- Accelerated Primal-Dual Gradient Descent with Linesearch for Convex, Nonconvex, and Nonsmooth Optimization Problems (2019) (2)
- Set-Limited Functions and Polynomial-Time Interior-Point Methods (2023) (2)
- Computing the joint spectral radius of a set of matrices (2004) (2)
- Polynomial-time dual algorithms in linear programming (1989) (2)
- Subgradient Methods for Huge-scale Optimization Problems Yurii Nesterov Subgradient Methods for Huge-scale Optimization Problems (2)
- Correlation between Two Projected Matrices Under Isometry Constraints (2005) (2)
- On the Quality of First-Order Approximation of Functions with Hölder Continuous Gradient (2020) (2)
- Optimization Methods for Fully Composite Problems (2021) (2)
- A Subgradient Method for Free Material Design (2016) (2)
- Online analysis of epidemics with variable infection rate (2020) (2)
- Dynamic pricing under nested logit demand (2021) (2)
- High-Order Optimization Methods for Fully Composite Problems (2022) (2)
- Fast and Precise Approximations of the Joint Spectral Radius (2003) (1)
- Simple bounds for Boolean quadratic problems (2009) (1)
- Acceleration of the path-following method for optimization over the cone of positive semidefinite matrices (1993) (1)
- Algorithmic Models of Market Equilibrium Yurii NESTEROV (1)
- Quartic Regularity (2022) (1)
- 7. Variational Inequalities with Monotone Operators (1994) (1)
- 6. Applications in Convex Optimization (1994) (1)
- On a one-dimensional search procedure in methods of unconstrained minimization of a function of several variables☆ (1982) (1)
- Primal-dual interior-point methods with asymmetric barriers (2008) (1)
- Exact Nonnegative Matrix Factorization via Conic Optimization (2021) (1)
- 3. Path-Following Interior-Point Methods (1994) (1)
- Universal Method for Stochastic Composite Optimization Problems (2018) (1)
- Brief Announcement: Computation of Fisher-Gale Equilibrium by Auction (2015) (1)
- OPTIMIZATION PROBLEMS OVER NONNEGATIVE TRIGONOMETRIC POLYNOMIALS WITH INTERPOLATION CONSTRAINTS (2002) (1)
- Dual equilibrium search methods in mixed flow distribution models in large transport networks (2018) (0)
- Preface to the Special Issue “Optimization, Control and Applications” in Honor of Boris T. Polyak’s 80th Birthday (2017) (0)
- Computational Methods for the Stable Dynamic Model (2019) (0)
- Advances in nonlinear convex op (1997) (0)
- Algorithmic Principle of Least Revenue for Finding Market Equilibria (2016) (0)
- Dual Methods for Finding Equilibriums in Mixed Models of Flow Distribution in Large Transportation Networks (2018) (0)
- Preface to the Special Issue “Optimization, Control and Applications” in Honor of Boris T. Polyak’s 80th Birthday (2017) (0)
- Stable sets of matrices and efficient approximations of the joint spectral radius (2005) (0)
- Linear convergence of first order methods for non-strongly convex optimization (2018) (0)
- On the Quality of First-Order Approximation of Functions with Hölder Continuous Gradient (2020) (0)
- Efficient numerical methods for entropy-linear programming problems (2016) (0)
- Performance of Trigonometric Generating Functions on Some Combinatorial Problems (2005) (0)
- Random Block Coordinate Descent Methods for Linearly Constrained Optimization over Networks (2017) (0)
- Second-Order Methods (2018) (0)
- 8. Acceleration for Linear and Linearly Constrained Quadratic Problems (1994) (0)
- Randomized Minimization of Eigenvalue Functions (2023) (0)
- Special Issue: The 3rd International Conference on Optimization Methods and Software (May 13-17, 2012, Chania, Greece) Foreword (2014) (0)
- 2. Self-Concordant Functions and Newton Method (1994) (0)
- Advances in nonlinear convex optimization (1997) (0)
- Foreword: special issue on nonsmooth optimization and applications (2009) (0)
- Multiparameter long-step interior methods for convex problems (1994) (0)
- Conic optimization-based algorithms for nonnegative matrix factorization (2021) (0)
- 1/nuclear norm minimization (2013) (0)
- Complexity bounds for primal-dual methods minimizing the model of objective function (2017) (0)
- Efficient randomized mirror descents in stochastic online convex optimization (2014) (0)
- Polynomial-Time Interior-Point Methods (2018) (0)
- Local convergence of tensor methods (2021) (0)
- Primal-Dual Methods for Solving Infinite-Dimensional Games (2015) (0)
- The Primal-Dual Model of an Objective Function (2018) (0)
- Convex optimisation over positive polynomials (2000) (0)
- Correlation between orthogonally projected matrices (2006) (0)
- Optimization in Relative Scale (2018) (0)
- Sparsity entropy linear programming (2014) (0)
- On the efficiency of a randomized mirror descent algorithm in online optimization problems (2015) (0)
- Convergence of Polynomial Approximations for Infinite-Dimensional Optimization Problems (2009) (0)
- 4. Potential Reduction Interior-Point Methods (1994) (0)
- DP Soft clustering by convex electoral model (2018) (0)
- Lecture 5: Algorithmic models of human behavior (2012) (0)
- Hessian distances and their applications in the complexity analysis of interior-point methods (2013) (0)
- Primal-dual method for searching equillibriums in mixed traffic assignment problems (2016) (0)
- How to advance in Structural Convex (2008) (0)
- Correction to: Computation of Fisher–Gale Equilibrium by Auction (2018) (0)
- Accelerating the Cubic Regularization of Newton's Method on Convex Problems (2005) (0)
- Subgradient methods for huge-scale optimization problems (2013) (0)
- Quasi-monotone Subgradient Methods for Nonsmooth Convex Minimization (2014) (0)
- 5. How to Construct Self-Concordant Barriers (1994) (0)
- methods for linear programming problems (2004) (0)
- Minimizing Lipschitz-continuous strongly convex functions over integer points in polytopes (2012) (0)

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