Showing 2024Show all
2 papers · 1 filter
math.OC2024
Optimal Primal-Dual Algorithm with Last iterate Convergence Guarantees for Stochastic Convex Optimization Problems
Digvijay Boob, Mohammad Khalafi
This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the lit…
math.OC2024
First-order methods for Stochastic Variational Inequality problems with Function Constraints
Digvijay Boob, Qi Deng, Mohammad Khalafi
The monotone Variational Inequality (VI) is a general model with important applications in various engineering and scientific domains. In numerous instances, the VI problems are ac…