72 citations · 296 across the 47 of their papers we have counts for
5 papers · 1 filter
On Smoothing, Regularization and Averaging in Stochastic Approximation Methods for Stochastic Variational Inequalities
Farzad Yousefian, Angelia Nedić, Uday V. Shanbhag
Traditionally, stochastic approximation schemes for SVIs have relied on strong monotonicity and Lipschitzian properties of the underlying map. In contrast, we consider monotone sto…
Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants
Aswin Kannan, Uday V. Shanbhag
We consider the stochastic variational inequality problem in which the map is expectation-valued in a component-wise sense. Much of the available convergence theory and rate statem…
On the resolution of misspecified convex optimization and monotone variational inequality problems
Hesam Ahmadi, Uday V. Shanbhag
We consider a misspecified optimization problem that requires minimizing a function f(x;q*) over a closed and convex set X where q* is an unknown vector of parameters that may be l…
Optimal robust smoothing extragradient algorithms for stochastic variational inequality problems
Farzad Yousefian, Angelia Nedic, Uday V. Shanbhag
We consider stochastic variational inequality problems where the mapping is monotone over a compact convex set. We present two robust variants of stochastic extragradient algorithm…
On the solution of stochastic optimization and variational problems in imperfect information regimes
Hao Jiang, Uday V. Shanbhag
We consider the solution of a stochastic convex optimization problem over a closed and convex set in a regime where is unavailable and is a s…