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 and variational inequalities
• Distributed optimization (parallel and decentralized)
• Applications to resource allocation, congested traffic modeling, web-page ranking, machine learning

My research is connected to the following Mathematical Research Topics of WIAS

• Stochastic Optimization
• Optimal control of partial differential equations and nonlinear optimization
• Statistical inverse problems

Publications

List of publications

Projects

• 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

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

• Modern Algorithmical Optimization
  Higher School of Economics, Moscow, autumn semester 2021, Online
  
• Theory of optimization algorithms for large-scale problems motivated by machine learning applications
  Humboldt University, Berlin, winter semester 2020/2021, Online
  
• Modern Algorithmical Optimization
  Higher School of Economics, Moscow, autumn semester 2020, Online
  
• Recent developments in optimization methods and machine learning applications
  Humboldt University, Berlin, winter semester 2019/2020
  

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
Researchgate profile	Pavel Dvurechensky
Linkedin profile	Pavel Dvurechensky

Last updated 21.02.2023