5 papers
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…
Convergence Analysis of Non-Strongly-Monotone Stochastic Quasi-Variational Inequalities
Zeinab Alizadeh, Afrooz Jalilzadeh
While Variational Inequality (VI) is a well-established mathematical framework that subsumes Nash equilibrium and saddle-point problems, less is known about its extension, Quasi-Va…
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…
Variance-reduction for Variational Inequality Problems with Bregman Distance Function
Zeinab Alizadeh, Erfan Yazdandoost Hamedani, Afrooz Jalilzadeh
In this paper, we address variational inequalities (VI) with a finite-sum structure. We introduce a novel single-loop stochastic variance-reduced algorithm, incorporating the Bregm…