Uday V. Shanbhag

Affiliate Researcher
Titles and Affiliations
Gary and Sheila Bello Chair Professor, Marcus Department of Industrial and Manufacturing Engineering

In the News

Research Keywords

Projects

Recent Publications

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 journalArticlepeer-review

Probability maximization via Minkowski functionals: convex representations and tractable resolution

Bardakci, I. E., Jalilzadeh, A., Lagoa, C. & Shanbhag, U. V., 2022, (Accepted/In press) In: Mathematical Programming.

Research output: Contribution to journalArticlepeer-review

Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs

Cui, S., Shanbhag, U. V. & Yousefian, F., 2022, (Accepted/In press) In: Mathematical Programming.

Research output: Contribution to journalArticlepeer-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 journalArticlepeer-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 journalArticlepeer-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 journalArticlepeer-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 journalArticlepeer-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 journalArticlepeer-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 journalArticlepeer-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 journalArticlepeer-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 journalArticlepeer-review

On the resolution of misspecified convex optimization and monotone variational inequality problems

Ahmadi, H. & Shanbhag, U. V., Sep 1 2020, In: Computational Optimization and Applications. 77, 1, p. 125-161 37 p.

Research output: Contribution to journalArticlepeer-review

Asynchronous schemes for stochastic and misspecified potential games and nonconvex optimization

Lei, J. & Shanbhag, U. V., Dec 2020, In: Operations Research. 68, 6, p. 1742-1766 25 p.

Research output: Contribution to journalArticlepeer-review

On synchronous, asynchronous, and randomized best-response schemes for stochastic Nash games

Lei, J., Shanbhag, U. V., Pang, J. S. & Sen, S., Feb 2020, In: Mathematics of Operations Research. 45, 1, p. 157-190 34 p.

Research output: Contribution to journalArticlepeer-review

SI-ADMM: A Stochastic Inexact ADMM Framework for Stochastic Convex Programs

Xie, Y. & Shanbhag, U. V., Jun 2020, In: IEEE Transactions on Automatic Control. 65, 6, p. 2355-2370 16 p., 8897605.

Research output: Contribution to journalArticlepeer-review