Search Results - "Shanbhag, Uday V."

Data-Driven Compositional Optimization in Misspecified Regimes.

Authors: Yang, Shuoguang Fang, Ethan X. Shanbhag, Uday V.

Source: Operations Research. May/Jun2025, Vol. 73 Issue 3, p1395-1411. 17p.

Variance-Reduced Accelerated First-Order Methods: Central Limit Theorems and Confidence Statements.

Authors: Lei, Jinlong Shanbhag, Uday V.

Source: Mathematics of Operations Research (INFORMS). May2025, Vol. 50 Issue 2, p1364-1397. 34p.

Asynchronous Schemes for Stochastic and Misspecified Potential Games and Nonconvex Optimization.

Authors: Lei, Jinlong Shanbhag, Uday V.

Source: Operations Research. Nov/Dec2020, Vol. 68 Issue 6, p1742-1766. 25p. 1 Diagram, 3 Charts, 6 Graphs.

On the computation of equilibria in monotone and potential stochastic hierarchical games.

Authors: Cui, Shisheng Shanbhag, Uday V.

Source: Mathematical Programming; Apr2023, Vol. 198 Issue 2, p1227-1285, 59p

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

Authors: Cui, Shisheng Shanbhag, Uday V. Yousefian, Farzad

Source: Mathematical Programming; Apr2023, Vol. 198 Issue 2, p1153-1225, 73p

Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes.

Authors: Lei, Jinlong Shanbhag, Uday V.

Source: Optimization Methods & Software; Feb2022, Vol. 37 Issue 1, p264-294, 31p

A Smoothed Augmented Lagrangian Framework for Convex Optimization with Nonsmooth Constraints.

Authors: Zhang, Peixuan Shanbhag, Uday V. Fang, Ethan X.

Source: Journal of Scientific Computing; Aug2025, Vol. 104 Issue 2, p1-43, 43p

A Regularized Variance-Reduced Modified Extragradient Method for Stochastic Hierarchical Games.

Authors: Cui, Shisheng Shanbhag, Uday V. Staudigl, Mathias

Source: Journal of Optimization Theory & Applications; Jul2025, Vol. 206 Issue 1, p1-53, 53p

Tractable ADMM schemes for computing KKT points and local minimizers for ℓ0-minimization problems.

Authors: Xie, Yue Shanbhag, Uday V.

Source: Computational Optimization & Applications; 2021, Vol. 78 Issue 1, p43-85, 43p

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

Authors: Ahmadi, Hesam Shanbhag, Uday V.

Source: Computational Optimization & Applications; Sep2020, Vol. 77 Issue 1, p125-161, 37p

Optimal stochastic extragradient schemes for pseudomonotone stochastic variational inequality problems and their variants.

Authors: Kannan, Aswin Shanbhag, Uday V.

Source: Computational Optimization & Applications; Dec2019, Vol. 74 Issue 3, p779-820, 42p

On Synchronous, Asynchronous, and Randomized Best-Response Schemes for Stochastic Nash Games.

Authors: Lei, Jinlong Shanbhag, Uday V. Pang, Jong-Shi et al.

Source: Mathematics of Operations Research (INFORMS). Feb2020, Vol. 45 Issue 1, p157-190. 34p.

On the inadequacy of VaR-based risk management: VaR, CVaR, and nonlinear interactions.

Authors: Ravat, Uma V. Shanbhag, Uday V. Sowers, Richard B.

Source: Optimization Methods & Software; Jul2014, Vol. 29 Issue 4, p877-897, 21p

A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization.

Authors: Jalilzadeh, Afrooz Nedić, Angelia Shanbhag, Uday V. et al.

Source: Mathematics of Operations Research (INFORMS); Feb2022, Vol. 47 Issue 1, p690-719, 30p

A Complementarity Framework for Forward Contracting Under Uncertainty.

Authors: Shanbhag, Uday V. Infanger, Gerd Glynn, Peter W.

Source: Operations Research. Jul2011, Vol. 59 Issue 4, p810-834. 25p. 13 Charts, 3 Graphs.

Open Problem—Iterative Schemes for Stochastic Optimization: Convergence Statements and Limit Theorems.

Authors: Jalilzadeh, Afrooz Lei, Jinlong Shanbhag, Uday V.

Source: Stochastic Systems (INFORMS). Sep2019, Vol. 9 Issue 3, p299-302. 4p.

Nonlinear Stabilization via Control Lyapunov Measure.

Authors: Vaidya, Umesh Mehta, Prashant G. Shanbhag, Uday V.

Source: IEEE Transactions on Automatic Control; June 2010, Vol. 55 Issue 6, p1314-1328, 15p

An Infeasible Stochastic Approximation and Projection Algorithm for Stochastic Variational Inequalities.

Authors: Zhang, Xiao-Juan Du, Xue-Wu Yang, Zhen-Ping et al.

Source: Journal of Optimization Theory & Applications; Dec2019, Vol. 183 Issue 3, p1053-1076, 24p

The Weighted Set Covering Game: A Vaccine Pricing Model for Pediatric Immunization.

Authors: Robbins, Matthew J. Jacobson, Sheldon H. Shanbhag, Uday V. et al.

Source: INFORMS Journal on Computing; Winter2014, Vol. 26 Issue 1, p183-198, 16p

On the solution of affine generalized Nash equilibrium problems with shared constraints by Lemke’s method.

Authors: Schiro, Dane A. Pang, Jong-Shi Shanbhag, Uday V.

Source: Mathematical Programming; Dec2013, Vol. 142 Issue 1/2, p1-46, 46p