I am an Assistant Professor in Computational Optimization at University of Vienna. I received my PhD (2015) from Kyiv National University, where I was advised by Prof. V. Semenov. After that I had postdocs in Graz, Göttingen, and Lausanne. Then I joined Linköping University, Sweden as a WASP faculty assistant professor.
Research Interests: My research area is continuous optimization. Primarily, I study existing algorithms and develop new ones. Related areas of interest include numerical linear algebra, algorithms, dynamical systems, stochastic methods, optimal transport, and machine learning. I like nice theorems, simple algorithms, and interesting applications.
Email: firstname.lastname@example.org and email@example.com
Name: Besides "Yurii Malitskyi", I sometimes use another spelling "Yura Malitsky". Both are fine.
March 2023: I start my new job as an Assistant Professor of Computational Optimization at the University of Vienna.
December 2022: Our paper Resolvent splitting for sums of monotone operators with minimal lifting is accepted to Mathematical Programming. Congratulations to Matt!
October 2022: We received the Knut and Alice Wallenberg Foundation Prize with SEK 30 mln in total. The lucky team consists of Erik G. Larsson (PI), Carlo Fischione (co-PI), Mikael Johansson (co-PI), and me (co-PI).
June 2022: Our paper Stochastic Variance Reduction for Variational Inequality Methods is accepted to COLT. Congratulations to Ahmet!
December 2021: Our two papers are accepted to NeurIPS. Congratulations to Maria and Ahmet!
February 2021: A new paper is on arXiv: Stochastic Variance Reduction for Variational Inequality Methods (together with Ahmet Alacaoglu).
From October 2020 I am in Sweden. I received a WASP funded assistant professorship position at Linköping University.