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math.OC2025
Contractivity and linear convergence in bilinear saddle-point problems: An operator-theoretic approach
Colin Dirren, Mattia Bianchi, Panagiotis D. Grontas +2
We study the convex-concave bilinear saddle-point problem , where both, only one, or none of the functions and are strongly convex, a…
math.OC2024
Operator Splitting for Convex Constrained Markov Decision Processes
Panagiotis D. Grontas, Anastasios Tsiamis, John Lygeros
We consider finite Markov decision processes (MDPs) with convex constraints and known dynamics. In principle, this problem is amenable to off-the-shelf convex optimization solvers,…
math.OC2024
BIG Hype: Best Intervention in Games via Distributed Hypergradient Descent
Panagiotis D. Grontas, Giuseppe Belgioioso, Carlo Cenedese +3
Hierarchical decision making problems, such as bilevel programs and Stackelberg games, are attracting increasing interest in both the engineering and machine learning communities.…