14 citations · 67 across the 18 of their papers we have counts for
25 papers
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities
Kevin Huang, Shuzhong Zhang
In this paper, we propose a general extra-gradient scheme for solving monotone variational inequalities (VI), referred to here as Approximation-based Regularized Extra-gradient met…
Projectively and weakly simultaneously diagonalizable matrices and their applications
Wentao Ding, Jianze Li, Shuzhong Zhang
Characterizing simultaneously diagonalizable (SD) matrices has been receiving considerable attention in the recent decades due to its wide applications and its role in matrix analy…
New First-Order Algorithms for Stochastic Variational Inequalities
Kevin Huang, Shuzhong Zhang
In this paper, we propose two new solution schemes to solve the stochastic strongly monotone variational inequality problems: the stochastic extra-point solution scheme and the sto…
A Unifying Framework of Accelerated First-Order Approach to Strongly Monotone Variational Inequalities
Kevin Huang, Shuzhong Zhang
In this paper, we propose a unifying framework incorporating several momentum-related search directions for solving strongly monotone variational inequalities. The specific combina…
Distributionally Robust Newsvendor with Moment Constraints
Derek Singh, Shuzhong Zhang
This paper expands the work on distributionally robust newsvendor to incorporate moment constraints. The use of Wasserstein distance as the ambiguity measure is preserved. The infi…
Tight Bounds for a Class of Data-Driven Distributionally Robust Risk Measures
Derek Singh, Shuzhong Zhang
This paper expands the notion of robust moment problems to incorporate distributional ambiguity using Wasserstein distance as the ambiguity measure. The classical Chebyshev-Cantell…