72 citations · 296 across the 47 of their papers we have counts for
5 papers · 1 filter
A Stochastic LineseArch Method (SLAM) for Minimizing Expectation Residuals
Qi Wang, Uday V. Shanbhag, Yue Xie
Most existing rate and complexity guarantees for stochastic gradient methods in -smooth settings mandates that such sequences be non-adaptive, non-increasing, and upper bounded…
On the Sampling-based Computation of Nash Equilibria under Uncertainty via the Nikaido-Isoda Function
Luke Marrinan, Farzad Yousefian, Uday V. Shanbhag
We consider the computation of an equilibrium of a stochastic Nash equilibrium problem, where the player objectives are assumed to be -Lipschitz continuous and convex given ri…
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…
On the Resolution of Stochastic MPECs over Networks: Distributed Implicit Zeroth-Order Gradient Tracking Methods
Mohammadjavad Ebrahimi, Uday V. Shanbhag, Farzad Yousefian
The mathematical program with equilibrium constraints (MPEC) is a powerful yet challenging class of constrained optimization problems, where the constraints are characterized by a…
Computing Equilibria in Stochastic Nonconvex and Non-monotone Games via Gradient-Response Schemes
Zhuoyu Xiao, Uday V. Shanbhag
We consider a class of smooth -player noncooperative games, where players' objectives are expectation-valued and potentially nonconvex. In such a setting, we consider the largel…