3 papers
math.OC2026
Regularization methods for solving hierarchical variational inequalities with complexity guarantees
Daniel Cortild, Meggie Marschner, Mathias Staudigl
We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes…
math.OC2025
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…
math.OC2025
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…