9 citations · 31 across the 31 of their papers we have counts for
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math.OC2016
On stochastic mirror-prox algorithms for stochastic Cartesian variational inequalities: randomized block coordinate and optimal averaging schemes
Farzad Yousefian, Angelia Nedich, Uday V. Shanbhag
Motivated by multi-user optimization problems and non-cooperative Nash games in uncertain regimes, we consider stochastic Cartesian variational inequalities (SCVI) where the set is…
math.OC2016
Stochastic quasi-Newton methods for non-strongly convex problems: convergence and rate analysis
Farzad Yousefian, Angelia Nedić, Uday V. Shanbha
Motivated by applications in optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving stochastic optimization problems. In the literature, t…