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Extragradient methods with complexity guarantees for hierarchical variational inequalities
Pavel Dvurechensky, Meggie Marschner, Shimrit Shtern +1
In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other proble…
Tikhonov regularized exterior penalty methods for hierarchical variational inequalities
Meggie Marschner, Mathias Staudigl
We consider nested variational inequalities con- sisting in a (upper-level) variational inequality whose feasible set is given by the solution set of another (lower-level) variatio…
Complexity guarantees for risk-neutral generalized Nash equilibrium problems
Haochen Tao, Andrea Iannelli, Meggie Marschner +3
In this paper, we address \ac{SGNEP} seeking with risk-neutral agents. Our main contribution lies the development of a stochastic variance-reduced gradient (SVRG) technique, modifi…
Asymptotic behavior of penalty dynamics for constrained variational inequalities
Siqi Qu, Mathias Staudigl, Juan Peypouquet
We propose a comprehensive framework for solving constrained variational inequalities via various classes of evolution equations displaying multi-scale aspects. In an infinite-dime…