72 citations · 296 across the 47 of their papers we have counts for
4 papers · 1 filter
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…
On the analysis of inexact augmented Lagrangian schemes for misspecified conic convex programs
N. S. Aybat, H. Ahmadi, U. V. Shanbhag
We consider the misspecified optimization problem of minimizing a convex function in over a conic constraint set represented by , where $θ^…
Distributed Algorithms for Aggregative Games on Graphs
Jayash Koshal, Angelia Nedić, Uday V. Shanbhag
We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of…
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…