In the News
Research Keywords
These keywords and phrases come from the publications and other research output of this person. See other researchers related to these topics by clicking on any keyword.
Projects
Recent Publications
No-Regret Distributed Learning in Subnetwork Zero-Sum Games
Huang, S., Lei, J., Hong, Y., Shanbhag, U. V. & Chen, J., 2024, (Accepted/In press) In: IEEE Transactions on Automatic Control. p. 1-16 16 p.Research output: Contribution to journal › Article › peer-review
Probability maximization via Minkowski functionals: convex representations and tractable resolution
Bardakci, I. E., Jalilzadeh, A., Lagoa, C. & Shanbhag, U. V., May 2023, In: Mathematical Programming. 199, 1-2, p. 595-637 43 p.Research output: Contribution to journal › Article › peer-review
Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs
Cui, S., Shanbhag, U. V. & Yousefian, F., Apr 2023, In: Mathematical Programming. 198, 2, p. 1153-1225 73 p.Research output: Contribution to journal › Article › peer-review
On the computation of equilibria in monotone and potential stochastic hierarchical games
Cui, S. & Shanbhag, U. V., Apr 2023, In: Mathematical Programming. 198, 2, p. 1227-1285 59 p.Research output: Contribution to journal › Article › peer-review
Variance-Reduced Splitting Schemes for Monotone Stochastic Generalized Equations
Cui, S. & Shanbhag, U. V., Nov 1 2023, In: IEEE Transactions on Automatic Control. 68, 11, p. 6636-6648 13 p.Research output: Contribution to journal › Article › peer-review
On the Analysis of Inexact Augmented Lagrangian Schemes for Misspecified Conic Convex Programs
Aybat, N. S., Ahmadi, H. & Shanbhag, U. V., Aug 1 2022, In: IEEE Transactions on Automatic Control. 67, 8, p. 3981-3996 16 p.Research output: Contribution to journal › Article › peer-review
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces
Cui, S., Shanbhag, U., Staudigl, M. & Vuong, P., Nov 2022, In: Computational Optimization and Applications. 83, 2, p. 465-524 60 p.Research output: Contribution to journal › Article › peer-review
A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
Jalilzadeh, A., Nedić, A., Shanbhag, U. V. & Yousefian, F., Feb 2022, In: Mathematics of Operations Research. 47, 1, p. 690-719 30 p.Research output: Contribution to journal › Article › peer-review
Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
Jalilzadeh, A., Shanbhag, U., Blanchet, J. & Glynn, P. W., Dec 2022, In: Stochastic Systems. 12, 4, p. 373-410 38 p.Research output: Contribution to journal › Article › peer-review
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes
Lei, J. & Shanbhag, U. V., 2022, In: Optimization Methods and Software. 37, 1, p. 264-294 31 p.Research output: Contribution to journal › Article › peer-review
DISTRIBUTED VARIABLE SAMPLE-SIZE GRADIENT-RESPONSE AND BEST-RESPONSE SCHEMES FOR STOCHASTIC NASH EQUILIBRIUM PROBLEMS
Lei, J. & Shanbhag, U. V., 2022, In: SIAM Journal on Optimization. 32, 2, p. 573-603 31 p.Research output: Contribution to journal › Article › peer-review
Stochastic Nash Equilibrium Problems: Models, Analysis, and Algorithms
Lei, J. & Shanbhag, U. V., Aug 1 2022, In: IEEE Control Systems. 42, 4, p. 103-124 22 p.Research output: Contribution to journal › Article › peer-review
Uncertainty-aware optimal dispatch of building thermal storage portfolios via smoothed variance-reduced accelerated gradient methods
Yu, M. G., Pavlak, G. S. & Shanbhag, U. V., Jul 2022, In: Journal of Energy Storage. 51, 104405.Research output: Contribution to journal › Article › peer-review
On the Analysis of Variance-reduced and Randomized Projection Variants of Single Projection Schemes for Monotone Stochastic Variational Inequality Problems
Cui, S. & Shanbhag, U. V., Jun 2021, In: Set-Valued and Variational Analysis. 29, 2, p. 453-499 47 p.Research output: Contribution to journal › Article › peer-review
Tractable ADMM schemes for computing KKT points and local minimizers for ℓ -minimization problems
Xie, Y. & Shanbhag, U. V., Jan 2021, In: Computational Optimization and Applications. 78, 1, p. 43-85 43 p.Research output: Contribution to journal › Article › peer-review