72 citations · 296 across the 47 of their papers we have counts for
5 papers · 2 filters
SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs
Yue Xie, Uday V. Shanbhag
We consider the structured stochastic convex program requiring the minimization of subject to the constraint . Mo…
Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization
Jinlong Lei, Uday V. Shanbhag
The distributed computation of equilibria and optima has seen growing interest in a broad collection of networked problems. We consider the computation of equilibria of convex stoc…
On stochastic and deterministic quasi-Newton methods for non-Strongly convex optimization: Asymptotic convergence and rate analysis
Farzad Yousefian, Angelia Nedić, Uday Shanbhag
Motivated by applications arising from large scale optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving unconstrained convex optimizatio…
Tractable ADMM Schemes for Computing KKT Points and Local Minimizers for -Minimization Problems
Yue Xie, Uday V. Shanbhag
We consider an -minimization problem where is minimized over a polyhedral set and the -norm regularizer implicitly emphasizes sparsity of the solu…
On Synchronous, Asynchronous, and Randomized Best-Response schemes for computing equilibria in Stochastic Nash games
Jinlong Lei, Uday V. Shanbhag, Jong-Shi Pang +1
This work considers a stochastic Nash game in which each player solves a parameterized stochastic optimization problem. In deterministic regimes, best-response schemes have been sh…