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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 journal › Article › peer-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 journal › Article › peer-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 journal › Article › peer-review
On the computation of equilibria in monotone and potential stochastic hierarchical games
Cui, S. & Shanbhag, U. V., 2022, (Accepted/In press) In: Mathematical Programming.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
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 journal › Article › peer-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 journal › Article › peer-review