9 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…
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…
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…
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…