4 papers · 1 filter
Regularized Operator Extrapolation Method For Stochastic Bilevel Variational Inequality Problems
Mohammad Khalafi, Digvijay Boob
The bilevel variational inequality (BVI) problem is a general model that captures various optimization problems, including VI-constrained optimization and equilibrium problems with…
Optimal Primal-Dual Algorithm with Last iterate Convergence Guarantees for Stochastic Convex Optimization Problems
Digvijay Boob, Mohammad Khalafi
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the lit…
First-order methods for Stochastic Variational Inequality problems with Function Constraints
Digvijay Boob, Qi Deng, Mohammad Khalafi
The monotone Variational Inequality (VI) is a general model with important applications in various engineering and scientific domains. In numerous instances, the VI problems are ac…
Level Constrained First Order Methods for Function Constrained Optimization
Digvijay Boob, Qi Deng, Guanghui Lan
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly n…