2 citations · 2 across the 6 of their papers we have counts for
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Randomized Feasibility Methods for Constrained Optimization with Adaptive Step Sizes
Abhishek Chakraborty, Angelia Nedić
We consider minimizing an objective function subject to constraints defined by the intersection of lower-level sets of convex functions. We study two cases: (i) strongly convex and…
Randomized Feasibility-Update Algorithms for Stochastic Variational Inequality Problems
Abhishek Chakraborty, Angelia Nedić
This paper considers stochastic monotone variational inequalities whose feasible region is the intersection of a (possibly infinite) number of convex functional level sets. A proje…
Popov Mirror-Prox Method for Variational Inequalities
Abhishek Chakraborty, Angelia Nedić
This paper establishes the convergence properties of the Popov mirror-prox algorithm for solving stochastic and deterministic variational inequalities (VIs) under a polynomial grow…
Popov Mirror-Prox for solving Variational Inequalities
Abhishek Chakraborty, Angelia Nedić
We consider the mirror-prox algorithm for solving monotone Variational Inequality (VI) problems. As the mirror-prox algorithm is not practically implementable, except in special in…
Randomized Feasibility-Update Algorithms for Variational Inequality Problems
Abhishek Chakraborty, Angelia Nedić
This paper considers a variational inequality (VI) problem arising from a game among multiple agents, where each agent aims to minimize its own cost function subject to its constra…