Jalilzadeh, Afrooz
- A Variable Sample-size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
2018/04/15 by Jalilzadeh, Afrooz, Nedich, Angelia, Shanbhag, Uday V. +1 · 2 citations
#FOS: Mathematics #Optimization and Control (math.OC)
- Stochastic Approximation for Estimating the Price of Stability in Stochastic Nash Games
2022/03/02 by Afrooz Jalilzadeh, Farzad Yousefian, Jalilzadeh, Afrooz +2 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Auction Theory and Applications #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic processes and financial applications #Transportation Planning and Optimization
- Projection-Free Methods for Solving Nonconvex-Concave Saddle Point Problems
2023/06/20 by Morteza Boroun, Erfan Yazdandoost Hamedani, Boroun, Morteza +3 · 2 citations
Engineering · Computer Science · Mathematics · #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques #Advanced Optimization Algorithms Research
- A Stochastic Variance-reduced Accelerated Primal-dual Method for Finite-sum Saddle-point Problems
2020/12/24 by Erfan Yazdandoost Hamedani, Hamedani, Erfan Yazdandoost, Afrooz Jalilzadeh +1 · 1 citation
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC)
- Variance-reduction for Variational Inequality Problems with Bregman Distance Function
2024/05/17 by Alizadeh, Zeinab, Hamedani, Erfan Yazdandoost, Jalilzadeh, Afrooz · 2 citations
#FOS: Mathematics #Optimization and Control (math.OC)
- Randomized Lagrangian Stochastic Approximation for Large-Scale Constrained Stochastic Nash Games
2023/04/16 by Zeinab Alizadeh, Afrooz Jalilzadeh, Alizadeh, Zeinab +3 · 2 citations
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Economic and Environmental Valuation #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization
- A Proximal-Point Algorithm with Variable Sample-sizes (PPAWSS) for\n Monotone Stochastic Variational Inequality Problems
2019/09/29 by Afrooz Jalilzadeh, Uday V. Shanbhag, Jalilzadeh, Afrooz +1 · 1 citation
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Economic and Environmental Valuation #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization