17 papers · 1 filter
Regularized Projection Algorithms for Monotone Inverse Variational Inequalities
Griffin Smith, Zeinab Alizadeh, Afrooz Jalilzadeh
Stochastic inverse variational inequalities (SIVIs) arise in applications in which equilibrium responses are observed under uncertainty, such as inverse road pricing and network eq…
On the Analysis of Misspecified Variational Inequalities with Nonlinear Constraints
Novel Kumar Dey, Mohammad Mahdi Ahmadi, Erfan Yazdandoost Hamedani +1
In this paper, we study a class of misspecified variational inequalities (VIs) where both the monotone operator and nonlinear convex constraints depend on an unknown parameter lear…
Distributionally Robust Nash Equilibria via Variational Inequalities
Zeinab Alizadeh, Azadeh Farsi, Afrooz Jalilzadeh
Nash Equilibrium and its robust counterpart, Distributionally Robust Nash Equilibrium (DRNE), are fundamental problems in game theory with applications in economics, engineering, a…
Semi-infinite Nonconvex Constrained Min-Max Optimization
Cody Melcher, Zeinab Alizadeh, Lindsey Hiett +2
Semi-Infinite Programming (SIP) has emerged as a powerful framework for modeling problems with infinite constraints, however, its theoretical development in the context of nonconve…
Linear Convergence of a Unified Primal--Dual Algorithm for Convex--Concave Saddle Point Problems with Quadratic Growth
Cody Melcher, Afrooz Jalilzadeh, Erfan Yazdandoost Hamedani
In this paper, we study saddle point (SP) problems, focusing on convex-concave optimization involving functions that satisfy either two-sided quadratic functional growth (QFG) or t…
Riemannian Inexact Gradient Descent for Quadratic Discrimination
Uday Talwar, Meredith K. Kupinski, Afrooz Jalilzadeh
We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In…